Jim Davidson 'gobsmacked' by Savile police arrest But Davidson reportedly said: "When they put the allegations to me, I was mystified. I can't remember last week - let alone 25 years ago. But I know this much, I have never ever taken advantage, or anything else like that, of a woman. He said he was a "gentleman" who once gave up his bed so a drunken dancer could sleep safely. Describing the moment he was told by police he was about to be arrested, he said: "I just couldn't believe it. I really couldn't take in that they wanted to arrest me. He added: "I'm absolutely appalled by what has happened. I've been a strong supporter of the police, but this has really knocked my belief in British justice. I'm still reeling. Scotland Yard is leading a national investigation into allegations against disgraced television presenter Savile and a number of other high-profile figures. Those questioned so far include former pop star Gary Glitter, comedian Freddie Starr and PR guru Max Clifford.