TRUE/FALSE? With reasons
For an estimator ? for ?, Rao-Blackwell Theorem states that Var
(?(?|?)) ≤ ?ar(?) if and
only if ? is a sufficient statistic.
In our statement we are not given that our estimator is an unbiased estimator,
It is given any estimator which may be biased
So, the theorem become wrong in that case.
Hence, we conclude that the given statement is "false".
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