5) Consider the model $$ y_{i}=\gamma_{0}+\varepsilon_{i}, \quad i=1, \ldots, n. $$ where the errors $\varepsilon_{i}$ are independently normally distributed with $E\left(\varepsilon_{i} ight)=$ 0 and $\operatorname{Var}\left(\varepsilon_{i} ight)=\sigma^{2}