Sppose that tn is an unbiased estimator of based on x1

Question

Let X₁, ..., X_n be i.i.d. observations. Suppose that T_n is an unbiased estimator of ϑ based on X₁, ..., X_n such that for any n, Var(T_n) < ∞="" and="">_n) ≤ Var(U_n) for any other unbiased estimator Un of ϑ based on X₁, ..., X_n. Show that T_n is consistent in mse.