c# how to declare a 3 by 3 array

Is this the right way to declare a 3 by 3 array?

        int [][][] b = new int[3][][];
        b[0] = new int[3][];
        b[1] = new int[3][];
        b[2] = new int[3][];

Also, how do I randomize all the values of the array?

Thank you!