## Sample size.
n = 20

## Storage for null p-values.
Q = array(0, 1e4)

## Simulation loop.
for (r in 1:1e4)
{
  ## Generate a null data set.
  X = rnorm(n)

  ## Get the p-value, assuming that the variance is known to be 1.
  M1 = mean(X)
  Q[r] = 1-pnorm(sqrt(n)*M1)
}