“…2 ) random variable, truncated to the set S Ĉ1 , Ĉ2 defined in ( 14), we have that F S Ĉ1 , Ĉ2 µ,σ 2 ||ν|| 2 2 (t) is a monotonically decreasing function of µ for each t ∈ S Ĉ1 , Ĉ2 (see, e.g., Lemma A.2. of Kivaranovic and Leeb [2020]). Since α 2 < 1 − α 2 , it follows that θ l (t) and θ u (t) defined in ( 18) are unique, and that θ l (t) < θ u (t).…”