The biomedical field is among the sectors most impacted by the increasing regulation of Artificial Intelligence (AI) and data protection legislation, given the sensitivity of patient information. However, the rise of synthetic data generation methods offers a promising opportunity for data-driven technologies. In this study, we propose a statistical approach for synthetic data generation applicable in classification problems. We assess the utility and privacy implications of synthetic data generated by Kernel Density Estimator and K-Nearest Neighbors sampling (KDE-KNN) within a real-world context, specifically focusing on its application in sepsis detection. The detection of sepsis is a critical challenge in clinical practice due to its rapid progression and potentially life-threatening consequences. Moreover, we emphasize the benefits of KDE-KNN compared to current synthetic data generation methodologies. Additionally, our study examines the effects of incorporating synthetic data into model training procedures. This investigation provides valuable insights into the effectiveness of synthetic data generation techniques in mitigating regulatory constraints within the biomedical field.