BUG: Add check for array lengths in from_arrays method (GH13599)

doc/source/whatsnew/v0.19.0.txt

@@ -550,3 +550,5 @@ Bug Fixes
 - Bug in ``groupby`` with ``as_index=False`` returns all NaN's when grouping on multiple columns including a categorical one (:issue:`13204`)
 
 - Bug where ``pd.read_gbq()`` could throw ``ImportError: No module named discovery`` as a result of a naming conflict with another python package called apiclient  (:issue:`13454`)
+
+-Bug in ``MultiIndex.from_arrays`` doesn't check for arrays lengths (:issue:`13599`)

pandas/indexes/multi.py

@@ -840,6 +840,12 @@ def from_arrays(cls, arrays, sortorder=None, names=None):
             name = None if names is None else names[0]
             return Index(arrays[0], name=name)
 
+        # Check if lengths of all arrays are equal or not,
+        # raise ValueError, if not
+        for i in range(1, len(arrays)):
+            if len(arrays[i]) != len(arrays[i - 1]):
+                raise ValueError('all arrays must be same length')
+
         cats = [Categorical.from_array(arr, ordered=True) for arr in arrays]
         levels = [c.categories for c in cats]
         labels = [c.codes for c in cats]

pandas/tests/indexes/test_multi.py

@@ -632,6 +632,13 @@ def test_from_arrays_index_series_period(self):
 
         tm.assert_index_equal(result, result2)
 
+    def test_from_arrays_different_lengths(self):
+        # GH13599
+        idx1 = [1, 2, 3]
+        idx2 = ['a', 'b']
+        assertRaisesRegexp(ValueError, '^all arrays must be same length$',
+            MultiIndex.from_arrays, [idx1, idx2])
+
     def test_from_product(self):
 
         first = ['foo', 'bar', 'buz']