p(y)\approx \int_{-\infty}^{\infty}\frac{1}{L}\frac{1}{\sigma\sqrt{2\pi}}\exp\left(-\frac{(y-f(x_0)-f'(x_0)(x-x_0))^2}{\sigma^2}\right)dx\approx \frac{1}{L}\cdot\frac{1}{f'(x_0)} | p(y)\approx \int_{-\infty}^{\infty}\frac{1}{L}\frac{1}{\sigma\sqrt{2\pi}}\exp\left(-\frac{(y-f(x_0)-f'(x_0)(x-x_0))^2}{\sigma^2}\right)dx\approx \frac{1}{L}\cdot\frac{1}{f'(x_0)} |