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.

------------------------------------------

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!