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First note that
we can assume without loss of generality that the series will start at  as we’ve done for all our series test
proofs. Also note that this proof is
very similiar to the proof of the Ratio Test.
Let’s start off
the proof here by assuming that  and we’ll need to show that  is absolutely convergent. To do this let’s first note that because  there is some number r such that  .
Now, recall
that,

and because we
also have chosen r such that  there is some N such that if  we will have,

Now the series

is a geometric
series and because  we in fact know that it is a convergent
series. Also because   by the Comparison test the series

is
convergent. However since,

we know that  is also convergent since the first term on
the right is a finite sum of finite terms and hence finite. Therefore  is absolutely convergent.
Next, we need
to assume that  and we’ll need to show that  is divergent. Recalling that,

and because  we know that there must be some N such that if  we will have,

However, if  for all  then we know that,

This in turn
means that,

Therefore, by
the Divergence Test  is divergent.
Finally, we
need to assume that  and show that we could get a series that has
any of the three possibilities. To do
this we just need a series for each case.
We’ll leave the details of checking to you but all three of the
following series have  and each one exhibits one of the
possibilities.


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