d=NormalDistribution;
dat=BlockRandom[SeedRandom[2];
RandomVariate[𝒹=MixtureDistribution[Join[{1/2},Table[2^(1-i)/31,{i,-2,2}]],Join[{d[]},Table[d[i+1/2,1/(2^i*10)],{i,-2,2}]]],10^4]];

p1=Plot[PDF[𝒹,x],{x,-4,4},PlotRange->All,Filling->Axis,Axes->{True,False}];
p2=SmoothHistogram[dat,{"Adaptive",Automatic,.5},Axes->{True,False},PerformanceGoal->"Quality",PlotStyle->Black];
p3=DistributionFitTest[dat,𝒹,{"TestDataTable",All}];
data=BlockRandom[SeedRandom[9];
RandomVariate[MultivariateTDistribution[IdentityMatrix[2],20],50]];

p5=DistributionFitTest[data,Automatic,{"TestDataTable",All}];
p4=SmoothHistogram3D[data,{"Adaptive",Automatic,.25},PlotRange->All,ColorFunction->"LakeColors",Axes->{True,False,False},ImageSize->250,Boxed->False,BoxRatios->{1,1,2/3},PerformanceGoal->"Quality"];

Grid[{{Show[p1,p2,ImageSize->250],p3},{p5,p4}},Spacings->{0,0}]