np.random.multivariate_normal()

import numpy as np
import matplotlib.pyplot as plt

means = [
    [9, 9], # top right
    [1, 9], # top left
    [1, 1], # bottom left
    [9, 1], # bottom right 
]


covariances = [
    [ [.5, 0.],    # covariance top right
      [0, .5] ],   
    [[.1, .0],   # covariance top left
     [.0, .9]],
    [[.9, 0.],     # covariance bottom left
     [0, .1]],
    [[0.5, 0.5],     # covariance bottom right
     [0.5, 0.5]] ]


data = []
for k in range(len(means)):
  for i in range(100) :
    x = np.random.multivariate_normal(means[k], covariances[k])
    data.append(x)

d=np.vstack(data)
plt.plot(d[:,0], d[:,1],'ko')
plt.show()