3.12 Show that the risk R(,) of (3.18) is finite. [Hint: R(,) < k>M|k+|1/(k + 1) ...

3.12 Show that the risk R(θ,δ) of (3.18) is finite.

[Hint: R(θ,δ) < k>M|k+θ|1/(k + 1) ≤ c

M|θ|/(M + 1) and d = M|θ|/(M − 1). The reason for the second inequality is that values of k outside

(c,

d) make no contribution to the sum.]