Referring to Example 6.6 of the Math for ML book , simulate and plot the bivariate normaldistribution with the shown parameters using the Cholesky factorization for the simulation.

200 Probability and Distributions Example 6.6 Figure 6.9 (a) Bivariate Gaussian; (b) marginal of a joint Gaussian distribution is Gaussian; (c) the conditional distribution of a Gaussian is also Gaussian. (a) Bivariate Gaussian. (b) Marginal distribution. (c) Conditional distribution. Consider the bivariate Gaussian distribution (illustrated in Figure 6.9): p(x1,x2)=N([02],[0.3115])