Sub Or Function Not Defined

I'm trying to calculate a gaussian random number given a mean and standard deviation. I then want to throw away any numbers beyond the min or max, and replace it with a new one that fits. I have made the macro below:

Public Function RANDGAUSS(mean As Double, stndv As Double, min As Double, max As Double) As Double
Dim x As Double
x = NormInv(rand(), mean, stndv)
Do While x < min Or x > max
x = NormInv(rand(), mean, stndv)
Loop
RANDGAUSS = x
End Function

I'm new to macros, but what I did was simply tools>macros>visual basic editor, and pasted the above code in.

When I enter the formula into a cell, it brings up the Visual Basic Editor and gives a warning:

"Complie Error: Sub or Function not defined" and the first rand is highlighted.