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some things its weird to me to call it a "theorem", like the hellman-feynman theorem or the blackwell-rao theorem. Blackwell-rao's proof is just one application of jensen's inequality. It's not a mathematical achievement, a unit of math that should be remembered so we dont have to go through the proof every time. Rather its an expository achievement. After Blackwell chose to explain the concept of a sufficient statistic in this way, there's been no going back: that's how it's always explained. (not the only time Blackwell did this!)

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