So we have the regular $\delta$-$\epsilon$ definition of continuity as:
(1) For all $\epsilon>0$, there exists a $\delta>0$ such that, if $|x-a|<\delta$, then $|f(x)-f(a)|<\epsilon$.
My question is why is the following definition incorrect?
(2) There exists a $\delta>0$ such that, if $|x-a|<\delta$, then $|f(x)-f(a)|<\epsilon$ for all $\epsilon>0$.
The obvious response is that $\forall x$ $\exists y$ $\neq$ $\exists y$ $\forall x$ (or rather, they are not always equal), but look harder at the grammar: is that necessarily what is going on?
Let us define $p:=$ "There exists a $\delta>0$ such that, if $|x-a|<\delta$, then $|f(x)-f(a)|<\epsilon$"
So we now have the statement:
"$p$ is true for all $\epsilon>0$"
Isn't that sentence identical to the English sentence: "for all $\epsilon>0$, $p$ is true"?
In which case you would have (1):
For all $\epsilon>0$, there exists a $\delta>0$ such that, if $|x-a|<\delta$, then $|f(x)-f(a)|<\epsilon$.
The counterargument that $\forall x$ $\exists y$ $\neq$ $\exists y$ $\forall x$ makes sense if you look at it immediately from a logical view, but because of the way English sentences work (and their vagueness, in a case like this), the "for all $\epsilon>0$" clause can be placed anywhere without changing the meaning of the statement in English.
To illustrate better what I'm talking about, let us imagine that we write our definition as follows:
There exists a $\delta>0$ such that, if $|x-a|<\delta$, then $|f(x)-f(a)|<\epsilon$ (for all $\epsilon>0$).
Or, maybe:
There exists a $\delta>0$ such that, if $|x-a|<\delta$, then $|f(x)-f(a)|<\epsilon$ (N.B. we're talking about all $\epsilon>0$ here!).
Aren't these parentheticals sort of "overlying" the whole statement? Is the fault in my reasoning that $\epsilon$ is being "bound" to an if-then statement before it has been defined? Or am I just blatantly incorrect and this is a case of $\forall x$ $\exists y$ $\neq$ $\exists y$ $\forall x$.
The essential point of all of this is that, if you have the statement: $$ \forall A \exists B : {B \subseteq A} $$ Then in English, this is equivalent to saying, both "For all A, there exists a B such that if B then A", and, "There exists a B such that if B then A, for all A".
The English sentence
is ambiguous -- it can either mean $\exists A\forall B\,P(A,B)$ or $\forall B\exists A\,P(A,B)$, and there is no generally observed convention about which of them it ought to be understood as.
Therefore, for the sake of clarity sentences of this shape should be avoided in mathematical writing.
In symbolic logic, there is no ambiguity because the quantifier should always come first. Some beginning students (and, sadly, some teachers) write things like "$P(x) \,\forall x$", as a kind of shorthand for the English wording "$P$ of $x$ holds for all $x$", but this is not proper syntax for predicate logic. If you use symbols, you should stick to the grammar that goes with them.
On the other hand, symbolic logic regrettably has a different ambiguity, namely whether $\forall x\;P(x)\Rightarrow Q$ means $(\forall x\;P(x))\Rightarrow Q$ or $\forall x\;(P(x)\Rightarrow Q)$. There are conventions for which one to choose here, but unfortunately they give different results! Explicit parentheses are recommended for both of these meanings, unless you're really really sure that your readers know and follow the same convention that you do.