Use Matlab or Python programming language for the implementation. Matlab is preferred. Thanks!

Write a script that implements the following methods. You can use built-in functions as needed. Generates data from a multivariate Normal distribution with u = [00]" and = (33) Estimates the sample mean and the covariance matrix. Factorizes the covariance matrix into its eigenvalue and eigenvec- tor matrices. Using your script generate 10 samples and estimate the covariance and identify its eigenvalues. Repeat this experiment 50 times and com- pute the mean and the standard deviation of the two eigenvalues esti- mated across 50 trials. 1 Using your script generate 100 samples and estimate the covariance and identify its eigenvalues. Repeat this experiment 5 times and compute the mean and the standard deviation of the two eigenvalues estimated across 5 trials. Create a table with mean and standard de- viations of the two eigenvalues obtained in Parts and D. How do the mean and the standard deviation from part C compare to those in Part D and the true values of the eigenvalues? Write a script that implements the following methods. You can use built-in functions as needed. Generates data from a multivariate Normal distribution with u = [00]" and = (33) Estimates the sample mean and the covariance matrix. Factorizes the covariance matrix into its eigenvalue and eigenvec- tor matrices. Using your script generate 10 samples and estimate the covariance and identify its eigenvalues. Repeat this experiment 50 times and com- pute the mean and the standard deviation of the two eigenvalues esti- mated across 50 trials. 1 Using your script generate 100 samples and estimate the covariance and identify its eigenvalues. Repeat this experiment 5 times and compute the mean and the standard deviation of the two eigenvalues estimated across 5 trials. Create a table with mean and standard de- viations of the two eigenvalues obtained in Parts and D. How do the mean and the standard deviation from part C compare to those in Part D and the true values of the eigenvalues