 Rao-Blackwell estimator for a uniform scale interval

For independent uniform random variables on $(\theta ,3\theta )$ with $\theta >0$, the sample minimum and maximum form a sufficient statistic. Conditional on these endpoints, exchangeability and the uniform law of the remaining observations give $E[X_1\mid X_{(1)},X_{(n)}]=(X_{(1)}+X_{(n)})/2$. Applying the Rao-Blackwell theorem to $X_1/2$ gives the displayed unbiased estimator. Its variance is ${\theta }^2/[2(n+1)(n+2)]$, compared with ${\theta }^2/12$ for $X_1/2$.