In a previous paper, conditions have been given to compute iterated expecta
tions of fuzzy random variables, irrespectively of the order of integration
. In another previous paper, a generalized real-valued measure to quantify
the absolute variation of a fuzzy random variable with respect to its expec
ted value have been introduced and analyzed. In the present paper we combin
e the conditions and generalized measure above to state an extension of the
basic Rao-Blackwell Theorem. An application of this extension is carried o
ut to construct a proper unbiased estimator of the expected value of a fuzz
y random variable in the random sampling with replacement from a finite pop
ulation.