Ononot — In the context of the Rao-Blackwell theorem, if \hat{\theta}

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Inferential Statisticshard

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In the context of the Rao-Blackwell theorem, if $\hat{\theta}$ is an unbiased estimator of $\theta$ and $T$ is a sufficient statistic, how does the variance of $\tilde{\theta} = E[\hat{\theta}|T]$ compare to the variance of $\hat{\theta}$ ?