Question: Please show your work. thank you Problem : Consider simulation of the bivariate normal distribution with mean # = (1,2) and covariance matrix 1 E=

Please show your work. thank you

Please show your work. thank you Problem : Consider simulation of the

Problem : Consider simulation of the bivariate normal distribution with mean # = (1,2) and covariance matrix 1 E= 09 1). by the Metropolis-Hastings algorithm, using a random walk chain. Specifically, let each new value x* in the chain be generates by x* = x() + ewhere e ~ N, (0, D) with D being a diagonal matrix with diagonal elements o, and 62. Note that o, and 62 control the spread of values generated along the first and second coordinate axes, respectively. a Code the Metropolis-Hastings algorithm in R, with o, and 6, being part of the input parameters to your function. Let 5, = 0.001 and 62 = 0.001, and generate a chain, starting at x(0) = (0,0), of size 10,000. Give a summary of your chain using the coda package

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