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Inferential Statisticshard
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In the context of the Rao-Blackwell theorem, if TTT is a sufficient statistic for θ\thetaθ, what is the relationship between Var(θ^)Var(\hat{\theta})Var(θ^) and Var(E[θ^∣T])Var(E[\hat{\theta}|T])Var(E[θ^∣T])?