Hi everyone, the question is
Let be the set of all unbiased estimators of 0. Namely,
={ for all ∈ }.
Then prove is an UMVUE of iff for any ∈ , .
, and give a geometrical interpretation.
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I only figured that so far, and I have no idea if I can use Lemann-Scheffe theorem to prove.
Please help me, and give some tips for me. Thx a lot!