3.15 Let the distribution of X depend on parameters and , let the risk function of...

3.15 Let the distribution of X depend on parameters θ and ϑ, let the risk function of an estimator δ = δ(x) of θ be R(θ,ϑ; δ), and let r(θ,δ) =

R(θ,ϑ; δ) dP(ϑ) for some distribution P. If δ0 minimizes supθ r(θ,δ) and satisfies supθ r(θ,δ0) = supθ ,ϑ R(θ,ϑ; δ0), show that δ0 minimizes supθ ,ϑ R(θ,ϑ; δ).