对任意 ε>0,由条件,因
lim(n→inf.)[f(x0+an) - f(x0)]/an = f'(x0),
lim(n→inf.)[f(x0+bn) - f(x0)]/bn = f'(x0),
存在正整数 N,使当 n>N 时,有
|[f(x0+an) - f(x0)]/an - f'(x0)| < ε,|[f(x0+bn) - f(x0)]/bn - f'(x0)| < ε,
此时
|[f(x0+an) - f(x0-bn)]/(an+bn) - f'(x0)|
= |{[f(x0+an) - f(x0)]/an - f'(x0)}[an/(an+bn)] - {[f(x0+bn) - f(x0)]/bn - f'(x0)}[bn/(an+bn)]|