Bear with me in the first few lines. We need to 'conclude' (hypothesise) that evolution exists at all before I show you the evidence.
All life is so very similar. If you start with an elephant and a wildebeest, you will notice that both have backbones, red blood cells without a nucleus, more than one type of tooth, are warm-blooded and give birth to live young. Where does such similarity come from unless these two species have a common ancestor? They have inherited their similarities from a common ancestor. That is the main conclusion so far. We have begun our delve into evolutionary theory.
If you go back far enough you will notice the similarities in DNA between ALL organisms. Thus Escherichia coli and wildebeest and pelicans and palm trees all have a common ancestor. How else could they be so similar? It is an inevitable conclusion that a set of living organisms (two or three or all) must have common ancestry due to their similarity. That is the first step in supposing evolution to be true.
Obviously to go from a common ancestor (in the past) now requires change (to go to the future) to get from a common ancestor of a wildebeest and an elephant to the extant wildebeest and elephant. Or indeed from the common ancestor of all life to today's elephant and pelican and palm tree and polychaete and so on. Right, so now to the main answer. Where is the evidence of evolution (change) that the questioner seeks?
On the biggest scale, the fossils in rocks show a specific sequence of life from the Precambrian origin of life until now. Fish are the earliest fossil vertebrates, followed a bit later by ancient amphibians, followed by ancient reptiles, followed by ancient mammals right up until today's explosion of beautiful life. The sequence is important. The earliest amphibians (ichthyostegalians) must have evolved from ancient sarcopterygian fish, similar perhaps to today's coelacanth or lungfish. The earliest mammals evolved from a branch of reptiles and did not precede them nor appear concurrently with the earliest of reptiles. It was a branch of mammal-like reptiles that gave rise to the mammals. The fossil sequence in other Words supports our 'model' of evolution across Earth's history.
And the fossil record shows change in other ways. If birds evolved from a branch of dinosaurs then there should be something very much like a dinosaur that has the occasional obviously avian feature. Enter Archaeopteryx. Was it the earliest bird or a dinosaur? Can we decide? The point is that Archaeopteryx had jaws in its mouth like a dinosaur but feathers like a bird. Let's call Archaeopteryx a feathered dinosaur. And it wasn't the only one. Sinosauropteryx and many other feathered dinosaurs have been discovered, including the tyrannosaur Yutyrannus. That is what we expect in an evolutionary model. It is very unlikely that we will find one single species linking one major group to another (here, dinosaurs to birds). Life is too prolific and too speciOSe for that. The point is that Archaeopteryx is one illustration of change.
The platypus is another. Ancient platypuses (of the genus Ornithorhynhus? - perhaps not) illustrate the transition from reptiles to mammals. Ornithorhynchus anatinus, the extant platypus, lays eggs like a reptile but feeds its young on milk like a mammal. Platypuses will have survived 'unchanged' from the earliest days of mammalhood until today. Not true. Certainly not to my understanding. Now for the power of DNA as a driver of evolution.
Platypuses illustrate the ancient transition of reptile to mammal. But the extant platypus I doubt is 'unchanged'. During the production of gametes (of any eukaryotic organism) DNA really is shuffled. During prophase of meiOSis, DNA crosses over between the chromosomes (forming chiasmata), mixing it more than it is to be mixed already. Also, one's mother-inherited genes and one's father-inherited genes are randomly segregated between the gametes that one's self makes, really giving an eclectic mixture of gene mixtures to the next generation. Thus variation perpetuates, generation after generation. With such mixing of DNA, evolution is more likely than not, because the mixing of DNA brings variation into the world.
Next for Natural Selection. This is the phenomenon whereby some variants are better at surviving from birth to adulthood than others. And that's not all. The most successful variants, after all that (escaping predators and finding food and escaping all those terrors and turmoils) leave even more offspring than their competitors. Organisms, in other Words, should behave as if they 'want' to leave more offspring than their competitors. Why else would antelope be so violent over acquiring mates before their rivals? A subset of Natural Selection is called Sexual Selection. You can see where this is going. Those violent male antelope win themselves a harem, so that means the genes of a single male are passed on to many females. Sexual Selection (in the depths of animal behaviour science) illustrates very while how traits develop. You can easily imagine the growing and growing of horns for these battles. The sons of the harem leaders will have them. And the sons of the biggest harem leaders will have the best. Big-hornedness (let's call it megakeraty for fun) will outcompete small-hornedness. And so a population should change (evolve) from small-horned to big-horned.
Here we have the realms of evidence that support evolution. The fossil record, DNA and animal behaviour and anatomy. There's actually much more.
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