title: Contour plot of multivariate distribution
body: <p>I have a matrix of data (Xa.shape = 100x2) related to class A and another one for class B. I created both using the code below and I want to make a contour plot of the data. But what I tried doesn't work and just creates a blue picture. How do I create a proper contour plot of such data?</p>
  
  <pre><code>N = 1000
  
  mean_a = [0, 0]
  cov_a = [[1, 0], [0, 100]]  # diagonal covariance
  
  mean_b = [5, 0]
  cov_b = [[5, 0], [0, 500]]  # diagonal covariance
  
  Xa = np.random.multivariate_normal(mean_a, cov_a, N)
  Xb = np.random.multivariate_normal(mean_b, cov_b, N)
  fig, ax3 = plt.subplots(nrows=1,ncols=1,figsize=(15,8))
  ax3.contourf(Xa)
  </code></pre>