Autocorrelated Normal Sampler

We need the following function to compile and run in C#: GetAutocorrelatedRandomNumber(double mean, double stdev, double correlation): Which returns a random number from a normal distribution with specified mean and stdev but such that the samples are correlated with the specified correlation coefficient. ## Deliverables We require source code for the function as specified. Code must compile in C# (generally, for functions of this nature C/C++ code will compile). The functions must correctly compute the statistical function as specified. We do not require any interface. Just raw code. Note also that if you code in C++ it will generally be trivial to compile in C# if you do not use pointers (i.e., array notation only). ## Platform We will be compiling and testing in Visual Studio 2003, .NET 1.1.