Whenever IEF0 |X| α <> 0, there exists a sample size n0 such that for all n ≥ n0, one can obtain the BLUE of (µ,δ) as in (3.36), with the set J replacing {1,... ,n}. Treat the set J as {k,... ,n − k + 1} with k : kα ≥ 2.
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