Contour plot of 2D gaussian

contour_2d_gaussian.py

import matplotlib.pyplot as plt
import numpy as np
from   scipy.stats import multivariate_normal


N    = 200
X    = np.linspace(-4, 4, N)
Y    = np.linspace(-4, 4, N)
X, Y = np.meshgrid(X, Y)
pos  = np.dstack((X, Y))
rv   = multivariate_normal([0, 1], [[1, 0.8], [0.8, 1]])
Z    = rv.pdf(pos)

plt.contour(X, Y, Z)
plt.show()

This is one solution, but if you want to define the contour levels to be a certain amount of probability you can use my repo: herzphi/2DGaussianContourLevels