Generating variables with Poisson Distribution

@Kaper,

Here's my version of that:

Function RandPois(Lambda As Single, _
                  Optional bVolatile As Boolean = False) As Long
  ' shg 2007

  ' UDF or VBA

  ' Returns a random Poisson variate with variance Lambda
  ' Knuth, Seminumerical Algorithms, p 132

  Dim L             As Single
  Dim k             As Long
  Dim p             As Single

  If bVolatile Then Application.Volatile

  L = Exp(-Lambda)
  p = 1
  Do
    k = k + 1
    p = p * Rnd()
  Loop Until p <= L

  RandPois = k - 1
End Function

It differs from yours in that the loop always executes at least once.

I went back to Knuth, and his description is a little arm-waving. Any thought on which is correct?