Prove the assertion made in the text preceding Example 7.3.24: If T is a complete sufficient statistic

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Prove the assertion made in the text preceding Example 7.3.24: If T is a complete sufficient statistic for a parameter 0, and h(X1,... ,Xn) is any unbiased estimator of τ(0), then ϕ(T) = E(h(X1,..., Xn)|T) is the best unbiased estimator of τ(0).
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Statistical Inference

ISBN: 978-0534243128

2nd edition

Authors: George Casella, Roger L. Berger

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