n = 1000;                       % Dimension of the problem
nsamp = 1e6;                    % Number of samples
ux = randn(n,nsamp);             % Generating random numbers
G = 1-sum(ux)/sqrt(n);          % Performance function evaluations
isuccess = zeros(1,nsamp);
isuccess(G<0)=1;                % Checking for sample that lie in failure region
pf_mcs = sum(isuccess)/nsamp;   % Estimate of the probability of failure