title: python pandas: rename single column label in multi-index dataframe
body: <p>I have a df that looks like this:</p>
  
  <pre><code>df = pd.DataFrame(np.random.random((4,4)))
  df.columns = pd.MultiIndex.from_product([['1','2'],['A','B']])
  print df
            1                   2          
            A         B         A         B
  0  0.030626  0.494912  0.364742  0.320088
  1  0.178368  0.857469  0.628677  0.705226
  2  0.886296  0.833130  0.495135  0.246427
  3  0.391352  0.128498  0.162211  0.011254
  </code></pre>
  
  <p>How can I rename column '1' and '2' as 'One' and 'Two'? </p>
  
  <p>I thought df.rename() would've helped but it doesn't. Have no idea how to do this?</p>