Prove that \(\operatorname{MSE}(\hat{\theta}, \theta)\) can be decomposed into two parts given by

\[\operatorname{MSE}(\hat{\theta}, \theta)=\operatorname{Bias}^{2}(\hat{\theta}, \theta)+V(\hat{\theta})\]

where \(\operatorname{Bias}(\hat{\theta}, \theta)=E(\hat{\theta})-\theta\).