If I am at the station that the train is approaching, and if the train is making some kind of steady sound, then as the train draws closer, I hear the amplitude of the sound steadily increasing ... it gets louder and louder as the train gets closer and closer to me.
(The frequency of the sound I hear is higher than the frequency of the sound the train is actually making, but I don't know that, because I have no idea what frequency sound the train is actually making.)
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If anybody tries to tell you that the frequency of the sound from the train keeps getting higher and higher, please tell that person to come see me, and I will straighten him out. It doesn't.