Consider the estimation of an unknown parameter 0 under

Question

Consider the estimation of an unknown parameter θ ≥ 0 under the squared error loss. Show that if T and U are two estimators such that T ≤ U and R_T (P) <>_U (P), then R_T+ (P) <>_U+ (P), where R_T (P) is the risk of an estimator T and T+ denotes the positive part of T.