Question: Construct and algorithm to estimate p=P(X12+X228) where X1 and X2 are i.i.d (independent and identically distributed) N(2,1). Note: only standard normal random variables can be

Construct and algorithm to estimate p=P(X12+X228) where X1 and X2 are

Construct and algorithm to estimate p=P(X12+X228) where X1 and X2 are i.i.d (independent and identically distributed) N(2,1). Note: only standard normal random variables can be generated. Describe the algorithm in words here

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