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Inferential Statisticshard
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In the Rao-Blackwell Theorem, if θ^\hat{\theta}θ^ is an unbiased estimator of θ\thetaθ and TTT is a sufficient statistic, how does the Mean Squared Error (MSE) of the improved estimator θ~=E[θ^∣T]\tilde{\theta} = E[\hat{\theta}|T]θ~=E[θ^∣T] compare to the original estimator?