2.8, results in inequality (4.18), which does not establish admissibility.

(b) Stein (in James and Stein 1961), proposed the sequence of priors that works to prove X is admissible by the limiting Bayes method. A version of these priors, given by Brown and Hwang (1982), is gn(θ ) =







1 if |θ | ≤ 1 1 − log |θ |

log n if 1 ≤ |θ | ≤ n 0 if |θ | ≥ n for n = 2, 3,.... Show that δgn (x) → x a.e. as n → ∞.