3.14 Generate 200 random observations from the 3- dimensional multivariate normal distribution having mean vector u = (0, 1,2) and covariance matrix
1.0 0.5 0.5
0.5 1.0 0.5
0.5 0.5 1.0
> =
using the Choleski factorization method. Use the R pairs plot to graph an array of scatter plots for each pair of variables_ For each pair of variables_ (visually) check that the location and correlation approximately agree with the theoretical parameters of the corresponding bivariate normal distribution.