The professor was trying to derive a proof and got stuck near the end. A student who was ACTUALLY following the derivation pointed out the point he missed on the board. And then professor said:

In Canada, there was once this statistical theory class which started out with 15 students. On the second day of the class, only 2 people left. I was one of the 2 people, the other one a graduate student. The professor did interactive proof in class, sort of like how you guys pointed out my errors. I didn't understand what the professor said on the first day. Otherwise I would have stopped. So I listened to the professor and the grad student talk everyday. I failed the class. I failed the homework. I failed the midterm. I failed the final. And I got an A-.

I wonder if he was trying to tell us that even if we are failing his class, we might still get good grades??

Seriously, I never follow his proofs.