Choose with . Evenness of changes the symmetrically truncated integral intoThe mean value theorem gives . Since is continuous, it is bounded on . Thus the Cauchy principal value exists andThis expression is linear in the test function and satisfiesFor each fixed compact support, choose one once and for all. The estimate proves that the even-weight principal-value distribution has order of a distribution at most one.
If , the mean value theorem also gives . Hence is absolutely integrable near zero and has compact support. The truncated integrals tend to its ordinary Lebesgue integral, so
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