Inferential Statisticshard
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In the context of the Rao-Blackwell Theorem, let θ^\hat{\theta} be an estimator of θ\theta and TT be a sufficient statistic. If θ~=E[θ^T]\tilde{\theta} = E[\hat{\theta}|T], which inequality relates the Mean Squared Error (MSE) of θ~\tilde{\theta} and θ^\hat{\theta}?