Need to create a loop that averages numbers within 'n' standard deviations

[embekay]

I am trying to design a function that grabs an average of only numbers that are within a certain deviation of the mean. I got the plan down, and have done this before without VBA, its just a user defined function will be much quicker.

The gist of what I am doing:
Find the standard deviation of a range and then only find the average of numbers that fall within n deviations from the mean. I am stuck with the part that I would normally use an array code for. Here is what my array would look like:

{=AVERAGE(IF((nums>high)*(nums<low),nums))}
<low),nums))}
[]

<low),nums))}

Function ConfidenceAvg(nums As Range) As Double
    Dim stdDev As Double
    Dim high As Double 
    Dim low As Double
    Dim average As Double
    stdDev =   WorksheetFunction.StDev_S(nums)
    average =  WorksheetFunction.average(nums)
    high =       average + stdDev 'one deviation from mean
    low =        average - stdDev 'one deviation from mean
    'enter array loop here to get only specified averages
 ConfidenceAvg = 
End Function

There are a couple ways I thought of tackling this, but not so elegant due to my newbie level of VBA
Appreciate your replies.</low),nums))}></low),nums))}

 

[embekay]

Not sure why my array pseudo code isn't posting, must be some bug with the forum parsing. Here is though:
{=AVERAGE(IF((nums < high)*(num<low),nums)}< html=""></low),nums)}<>

edit: OK I give up, I have no idea how to post this array code to look like excel, here is another try at it

{Average(if(nums "are less than" high) and (nums "are greater than" low),nums)}