Write . Direct differentiation, using the chain rule, gives
The stated parameter restrictions ensure that the logarithm is defined near , and that and . With , the Taylor series begins
If , the constant term is nonzero, and the first two nonzero terms are
This covers both and ; the constant term is respectively positive or negative.
If , which is possible precisely with and , the constant term vanishes. The first two nonzero terms are then
No further case is needed, since the linear and quadratic coefficients cannot vanish under the given restrictions. All remainders use Big O notation.

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