Rao-Blackwell builds an unbiased estimate of p squared
You flip a coin with unknown head probability , collecting i.i.d. outcomes (each for heads, for tails). You want to estimate , the probability that two specific flips both come up heads. A crude unbiased estimator is , since by independence.
Rao-Blackwellize by conditioning on the sufficient statistic , and give the resulting unbiased estimator of .
Your answer
This one is open-ended. Work it through, then check your reasoning against the full solution.