DOC: Sphinx docs creating Series with list of arrays as index to auto…

…matically create MultiIndex #831

doc/source/dsintro.rst

@@ -70,7 +70,8 @@ index is passed, one will be created having values ``[0, ..., len(data) - 1]``.
 
 .. note::
 
-    The values in the index must be unique. If they are not, an exception will
+    Starting in v0.8.0, pandas supports non-unique index values. In previous
+    version, if the index values are not unique an exception will
     **not** be raised immediately, but attempting any operation involving the
     index will later result in an exception. In other words, the Index object
     containing the labels "lazily" checks whether the values are unique. The

doc/source/indexing.rst

@@ -607,6 +607,17 @@ can think of ``MultiIndex`` an array of tuples where each tuple is unique. A
    s = Series(randn(8), index=index)
    s
 
+As a convenience, you can pass a list of arrays directly into Series or
+DataFrame to construct a MultiIndex automatically:
+
+.. ipython:: python
+   arrays = [np.array(['bar', 'bar', 'baz', 'baz', 'foo', 'foo', 'qux', 'qux']),
+             np.array(['one', 'two', 'one', 'two', 'one', 'two', 'one', 'two'])]
+   s = Series(randn(8), index=arrays)
+   s
+   df = DataFrame(randn(8, 4), index=arrays)
+   df
+
 All of the ``MultiIndex`` constructors accept a ``names`` argument which stores
 string names for the levels themselves. If no names are provided, some
 arbitrary ones will be assigned:
@@ -641,6 +652,7 @@ can find yourself working with hierarchically-indexed data without creating a
 ``MultiIndex`` explicitly yourself. However, when loading data from a file, you
 may wish to generate your own ``MultiIndex`` when preparing the data set.
 
+
 Reconstructing the level labels
 ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~