[WIP] DOC: MultiIndex EX01 errors
- [x] xref #37875, #27977
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry

Hello @xinrong-databricks! Thanks for updating this PR. We checked the lines you've touched for [PEP 8](https://www.python.org/dev/peps/pep-0008) issues, and found:





There are currently no PEP 8 issues detected in this Pull Request. Cheers! :beers: 

##### Comment last updated at 2020-11-22 22:07:43 UTC thanks @xinrong-databricks keep em coming! Thank you @jreback for review and merging!