In R: from lab dealing with confidence intervals, binomial distribution, and monte carlo methods.

Now for means equal to $10, \mu_l, \mu_h$, and $\overline{X}$, and standard deviation equal to the standard error, simulate this trial 1000 times. In each case count how many trials have averages less than $\mu_l$, between $\mu_l$ and $10$, between $10$ and $\mu_h$, and above $\mu_h$. (Hint: Use else if.)