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