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Mathematical theory of statistics, concerned with formal definitions and general results.

2 votes

Rao Blackwell theorem on Bernoulli distribution

The computation is fine. I think the problem is conceptual. $\theta^*=E[\tilde{\theta}|\hat{\theta}]$ is a random variable which is a function of $\hat{\theta}$, whose value when $\hat{\theta}=k$ is $ …
Carlos Sáez's user avatar