# Math Help - regression wth just an intercept

1. ## regression wth just an intercept

In this special regression, what is the OLS estimator, its expected value, variance, and dist. We assume that all of the errors are iid with N(0,1)

$Y=\beta_0+U_i$

Now, if by doing a sample of 500 observations, I find that , $\beta_{hat} = 2.5$, how can I build a 95% Confidence interval if I don't have the std. error?