1. Generate random 100 MVN data, p=20. The covariance matrix should be positive semi- definite symmetric matrix. (1) Show the generated data matrix. (2) Plot the scatter plot to show the correlation

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1. Generate random 100 MVN data, p=20. The covariance matrix should be positive semi-definite symmetric matrix. (1) Show the generated data matrix. (2) Plot the scatter plot to show the correlation among variables.

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