I'm trying to simulate this scenario: 10 different algorithms are solving a number of problems. All 10 are run on each problem instance, which means if a particular problem instance is hard, I expect all algorithms to perform quite bad and vice versa.
Now, to simulate this, I created 10 different normal distributions from which I draw random numbers. These numbers represent the algorithms performance for some problem instance; however, since the distributions are independent, I'm not capturing the effect of the problem instance on the drawn numbers. Any idea how I can do this (i.e. correlated the random numbers that are drawn)?