We want to show that for any point the interval coming from any small interval centred on is larger than the interval coming from the interval of the same width as , but centred on (see the figure).

Figure 7: The interval J1 is smaller than the interval J2.
Since is the only point with we know that To match with our figure we'll assume that An analogous argument works when
Now choose a positive number with (you'll see later why we make this choice). From the definition of a derivative we know that there exists such that for all with we have
Similarly, there exists such that for all with we have
\begin{equation} s-\epsilon \frac{D_f(\alpha)-D_f(\alpha_0)}{\alpha-\alpha_0}
D_f(\alpha^\prime_1)-D_f(\alpha_0)(s+\epsilon)(\alpha_0-\alpha_2^\prime) D_f(\alpha_0)-D_f(\alpha^\prime_2).D_f(\alpha^\prime_1)-D_f(\alpha^\prime_2)>-2\delta(s+\epsilon)>\epsilon\delta>D_f(\alpha^\prime)-D_f(\alpha_m).$$
Thus, interval is wider than interval . QED.
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