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Of course there's no reason why the function should
just be
continuous on
[a,b], or just be differentiable on
(a,b). In fact, usually,
f will be differentiable
(and hence continuous) on a much larger set
E, and
a and
b are just going to be two points that we pick
in
E (with the
additional property that the whole interval
[a,b] lies
inside
E.)