How to generate a normal distribution with variance $\sigma^2= 0.08$ I have a problem to solve.  I'm lost at generating a random data set for binary classification where each class correspond to the $2D$ region depicted in the figure below. The random data I must generate should have normal distribution with variance $\sigma^2 = 0.08$. I will use $200$ points ($100$ in each region) to train my nural network and report the results in terms of the loss function and the training epochs. New guy here Any tips will be welcomed!!
To generate normal random variable, you can use numpy.random.normal where the scale parameter is the standard deviation. To generate multivariate normal random variable, you can use numpy.random.multivariate_normal.

If you are an R user, you might like to consider mvrnorm

However, I doubt that is what you really want. After all, it is possible to generate points that are beyond the square. 

You might like to consider some bounded distribution instead. Consider truncated normal distribution or uniform distribution.