Generating correlated random numbers

I have 2 independent variables X={x1,x2,...,xn} and Y={y1,y2,...,yn}.

I want to generate a random dependent variable Z={z1,z2,...,zn} that will bear a correlation coefficient Czx with X and Czy with Y.

I found the way to do this for one independent variable X that takes values between 0 and 1:

Z = Czx * rand(n,1) + sqrt(1-Czx^2)*X

It's not clear to me how to do that for two independent variables that both are correlated to Z and can take values from different ranges (e.g. 0<X<1 and 1<Y<10).

Any help will be appreciated.

Answer 1

[krana]

I guess I'm a little late here but perhaps some other people might find this response useful. I created this simple function that I used as a workaround.

 % code
function [Zv Zs]= randomcorrelatednum(rho)
Zv= rand(1);
Zs = rho*Zv + sqrt(1-rho^2)*rand(1);
while Zv> 1.00000001
Zv= rand(1);
Zs = rho*Zv + sqrt(1-rho^2)*rand(1);
end
end