Question: Could you creat the plot to show the convergence as well please For a standard normal random variable Z use Monte-Carlo to estimate P(Z >
Could you creat the plot to show the convergence as well please

For a standard normal random variable Z use Monte-Carlo to estimate P(Z > 2.5) and include the R code for the algorithm in your answer. Create a plot to show the convergence of the estimation. How many simulated random variables are needed to obtain three digits of accuracy? (10 Marks)
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