Suppose that X1,...,Xn iid ∼ Normal(μ, σ2), with 0 What is Bias(ˆμ)? What is MSE(ˆμ)? What if the distribution of the Xi is not Normal, but Student’s t distribution with the same mean μ and variance...

Suppose that X1,...,Xn iid ∼ Normal(μ, σ2), with 0 <><>
What is Bias(ˆμ)? What is MSE(ˆμ)? What if the distribution of the Xi is not Normal, but Student’s t distribution with the same mean μ and variance σ2, and tail index (ν, df) of 5?