Let
. We claim that
.
Suppose this is not the case, and let
. Because
, continuity at this point implies there is some
such
that
or
or
, and calling this neighborhood as
, we see that for all
, we have

Let
be defined as follows:
![ує [a, b] \ {yi,Y2} f(y) for](http://img.homeworklib.com/questions/53f8d930-3c44-11ec-8b53-03478576082e.png?x-oss-process=image/resize,w_560)
where one or both the limits has to be considered one-sided
limit if the points happen to be
. Note that the
limits exist by continuity of
.
Now, this function
is continuous by definition and continuity of
in
; we also have

which is absurd. Thus, our assumption that
must
be false. This proves the claim.
Now, we have shown that
for all
. Since
is not continuous at
and
continuous everywhere else in
, we must
have

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