title: Sampling from bivariate normal in python
body: <p>I'm trying to create two random variables which are correlated with one another, and I believe the best way is to draw from a bivariate normal distribution with given parameters (open to other ideas).  The uncorrelated version looks like this:</p>
  
  <pre><code>import numpy as np
  sigma = np.random.uniform(.2, .3, 80)
  theta = np.random.uniform( 0, .5, 80)
  </code></pre>
  
  <p>However, for each one of the 80 draws, I want the sigma value to be related to the theta value.  Any thoughts?</p>