Rao-Blackwellizing a crude guess for a uniform ceiling
You have i.i.d. observations from Uniform with unknown ceiling . A crude unbiased estimator uses only the first observation: , which works because .
Rao-Blackwellize by conditioning on the sufficient statistic , and identify the improved estimator.
Your answer
This one is open-ended. Work it through, then check your reasoning against the full solution.