Random number generator of 2 normal distributions partially correlated

[statwannabe]

I am trying to generate 2 normal random distributions (x₁,...,x_n) (y₁,...,y_n) that have a predefined degree of correlation between them. The constrain is that I am trying to have the same mean and stdev for both of them.

 

[Pere Callahan]

You can generate two samples from a standard normal distribution and then apply a linear transformation.