# Set the mean and covariance
mean1 = [0, 0]
mean2 = [2, 0]
cov1 = [[1, .7], [.7, 1]]
cov2 = [[.5, .4], [.4, .5]]

# Generate data from the mean and covariance
data1 = np.random.multivariate_normal(mean1, cov1, size=1000)
data2 = np.random.multivariate_normal(mean2, cov2, size=1000)