Problem $3(25$ points$)$

Construct and algorithm to estimate $p=P(x_1^2+x_2^{2}4)$ where $x_1$ and $x_2$ are i$.$i$.$d $($independent and identically distributed$)N(2,1).$

Note: only standard normal random variables $N(0,1)$ can be generated.

Describe the algorithm in words here.

In $[]$: # Input your code here