Paper 1, Section I, H
Let be i.i.d. Bernoulli random variables, where and is unknown.
(a) What does it mean for a statistic to be sufficient for ? Find such a sufficient statistic .
(b) State and prove the Rao-Blackwell theorem.
(c) By considering the estimator of , find an unbiased estimator of that is a function of the statistic found in part (a), and has variance strictly smaller than that of .
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