pick a number for mean and standard deviation
generate 5 random numbers using a normal distribution and mean and standard deviation from
(i) using your 5 numbers find the mean and the standard deviation of your data
How far is your sample mean from your true mean?
By 'far' I mean how many sample standard deviations. use the absolute value of distance here
Repeat steps 2-4 1000 times. you should now have 1000 measures how far your sample mean is from the true mean. rank them.
At what value is 95% of your distances below? This should correspond to the 95% number of a 4 degree of freedom t table. Check that it does. What about 90%? Check the correlation of your list of means with your list of standard deviations. It should be close to 0.