How do I generate a data set consisting of N = 100 2-dimensional samples x = (x1,x2)T ∈ R2 drawn from a 2-dimensional Gaussian distribution, with mean

µ = (1,1)T

and covariance matrix

Σ = (0.3 0.2 
     0.2 0.2)

I'm told that you can use a Matlab function randn, but don't know how to implement it in Python?

python matrix dataset covariance gaussian
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