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A possibility in the following code snippet.

import pandas as pd 
import numpy as np
df = pd.DataFrame()
mean = [0,1,2]
scale = [1,2,3]
for n in range(3):
    df[n] =  np.random.normal(loc=mean[n],scale=scale[n], size=100)
print('The Dataframes mean is: ',df.mean().mean())