Editing Sufficient statistic (section)

==Rao–Blackwell theorem==

'''Sufficiency''' finds a useful application in the [[Rao–Blackwell theorem]], which  states that if ''g''(''X'') is any kind of estimator of ''θ'', then typically the [[conditional expectation]] of ''g''(''X'') given sufficient statistic ''T''(''X'') is a better (in the sense of having lower [[variance]]) estimator of ''θ'', and is never worse.  Sometimes one can very easily construct a very crude estimator ''g''(''X''), and then evaluate that conditional expected value to get an estimator that is in various senses optimal.