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3. Assume that the random vector Y has the following distribution: Y ~ Np(0, I). Transform it to create X ~ Np(u, E) with A

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3. Assume that the random vector Y has the following distribution: Y ~ Np(0, I). Transform it to create X ~ Np(u, E) with A = (3,2)" and E = (1, "). Please write R code to implement the resulting formula with n = 2000 observations, and plot X. Please include the R. code and outputs in the homework. (Please do NOT use the function "mvrnorm" in R package.)

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