code class$=$"asciimath"$>$Let L$3(\backslash$delta $,\backslash$theta $)=$ I$(|\backslash$theta $-\backslash$delta $|>\backslash$epsi $)=1-$ I$(\backslash$delta $-\backslash$epsi $<=\backslash$theta $<=\backslash$delta $+\backslash$epsi $),\backslash$epsi $>0.$ The estimator of $\backslash$theta under this loss $($for $\backslash$epsi $->0)$ is $\backslash$delta $*=$ mode$(\backslash$theta $),$ the mode of the posterior distribution of $\backslash$theta $.$ Proof of this lemma$3$ L$3$