If you are returning a horizontal array to the worksheet, would this idea
work?

Function RandNormCorr(mean1, sd1, mean2, sd2, corr)
Dim z1 As Double 'Variant
Dim z2 As Double 'Variant
Dim x As Double
Dim y As Double

' gauss is a random number generation function
z1 = gauss
z2 = gauss

x = z1 * Sqr((1 + corr) / 2) + z2 * Sqr((1 - corr) / 2)
y = z1 * Sqr((1 + corr) / 2) - z2 * Sqr((1 - corr) / 2)
RandNormCorr = Array(mean1 + x * sd1, mean2 + y * sd2)
End Function


Just another version of your equation if I didn't make a mistake...

Function RandNormCorr(mean1, sd1, mean2, sd2, corr)
Dim z1 As Double
Dim z2 As Double
Dim x As Double
Dim y As Double

' gauss is a random number generation function
z1 = gauss
z2 = gauss

x = (Sqr(1 + corr) * z1 + Sqr(1 - corr) * z2) / Sqr(2)
y = x - z2 * Sqr(2 - 2 * corr)
RandNormCorr = Array(mean1 + x * sd1, mean2 + y * sd2)
End Function


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Dana DeLouis
Using Windows XP & Office XP
= = = = = = = = = = = = = = = = =


"jomni " wrote in message
...
Oh yeah! that's because I did not indicate Option Base 1
Thanks! Need to get used to this.


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