This page show how to display several font all at once.
Computer modern, stix (Times New Roman), arial, cambria and arial (with colored line) are displayed.

import numpy as np
import matplotlib.pyplot as plt
%matplotlib inline

xx = np.linspace(0,2,10)
y1 = xx
y2 = xx**2
y3 = xx**0.5

fonts1 = ["Times New Roman","Times New Roman","Arial","Times New Roman","Arial"]
fonts2 = ["cm","stix","dejavusans","custom","dejavusans"]
fonts3 = ["cm","times","arial","cambria","arial_color"]
colors = [ ["k"]*3 for i in range(4) ]
colors.append(["g","b","r"])
for font1,font2,font3,color in zip(fonts1,fonts2,fonts3,colors):
    plt.figure(figsize=(4,3),facecolor="w")
    plt.rcParams["mathtext.fontset"] = font2
    if font2 == "custom":
        plt.rcParams['mathtext.default'] = 'it'
        plt.rcParams["mathtext.it"] = "Cambria:italic"
        plt.rcParams["mathtext.bf"] = "Cambria:italic"
        plt.rcParams["mathtext.rm"] = "Times New Roman"
        plt.rcParams["mathtext.sf"] = "Cambria:italic"
        plt.rcParams["mathtext.tt"] = "Times New Roman" # 添え字が太字になってしまったのでttで回避する
    plt.rcParams["font.family"] = font1
    plt.plot(xx,y1,color=color[0],label="$x$")
    plt.plot(xx,y2,color=color[1],label="$x^2$")
    plt.plot(xx,y3,color=color[2],label="$\sqrt{x}$")
    plt.legend()
    plt.savefig("hoge_%s.png"%(font3),bbox_inches="tight",pad_inches=0.02)
    plt.show()

Python Matplotlib Tips

Display same figure with changing lines color and math fonts