Prove that the series
converges for all and let denote the value of this sum for each . Prove that is continuous for and prove that
Proof. First, the series converges for all real by the comparison test since
for all . Therefore, the convergence of implies the convergence of . Furthermore, this convergence is uniform by the Weierstrass -test with given by , and again converges. Thus, by Theorem 11.2 (page 425 of Apostol),
is continuous on the interval . Therefore, we may apply Theorem 11.4 (page 426 of Apostol):
since if and equals 2 if