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Inferential Statisticshard
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In the context of the Rao-Blackwell Theorem, let θ^\hat{\theta}θ^ be an unbiased estimator for θ\thetaθ and TTT be a sufficient statistic. If θ~=E[θ^∣T]\tilde{\theta} = E[\hat{\theta}|T]θ~=E[θ^∣T], which of the following statements regarding the variance of θ~\tilde{\theta}θ~ is always true?