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Q6Section I (Objective (Q1–Q80))6 of 80

Statistical Inference — Rao-Blackwellisation properties

Let U=U(X1,X2,X3,…,Xn)U = U(X_1, X_2, X_3, …, X_n) be an unbiased estimator of γ(θ)\gamma(\theta) and TT be a sufficient statistic for θ\theta. Define ϕ(t)=E[U∣T=t]\phi(t) = E[U \mid T = t]. Consider the following statements: I. ϕ(t)\phi(t) is always independent of θ\theta. II. The variance of ϕ(t)\phi(t) is less than the variance of UU. Which of the statements given above is/are correct?

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