How to draw the following table in Latex?
I have tried:
\begin{table}[h!]
\centering
\begin{tabular}{|c|c c |c c|}
\hline
& c &c & a & a \\ [0.5ex]
\hline
Performance measure & $\hat{\mu}$ & $\hat{\si}$ & $\hat{\mu}$ & $\hat{\si}$ \\
\hline\hline
MSE & 0.0589 & 0.0302 & 0.0611 &0.0456 \\
Bias & 0.0243 & -0.0415 &0.0332 & -0.0496 \\
SD & 0.242 & 0.169 & 0.245 & 0.208 \\[1ex]
\hline
\end{tabular}
\caption{Sample size is $n=20$.}
\label{table:1}
\end{table}

