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In TeXbook p.156 it is said:

Suppose that you want to extend plain TEX by putting boldface math italic letters in family 9, analogous to the normal math italic letters in family 1. (Such fonts aren’t available in stripped down versions of TEX, but let’s assume that they exist.)

plain.tex contains this:

\font\preloaded=cmmib10 % bold math italic

Considering the fact that plain.tex cannot be changed, I don't understand how (and why) this font may not be available in some versions of TeX.

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    Possible duplicate of Knuth “Some Implementations of TeX”… Jul 19, 2019 at 2:38
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    @HenriMenke The question was asked because the last sentence in this quote from TeXbook is rather confusing. I don't see the point: why "such" fonts may not be available, and "normal math italic" must be available? Therefore, the link that you provided does not answer my question at all. Jul 19, 2019 at 3:08
  • The point I wanted to make by marking this a duplicate is that such a stripped down version of TeX does not exist, but Knuth assumed that there potentially could exist such a version. And since bold math italics are not too essential for typesetting a hypothetical stripped down version could leave these out. Jul 19, 2019 at 3:30
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    This is not a duplicate. For one thing, not only does the sole answer at the linked question not answer this question, it does not even answer that question fully. Jul 19, 2019 at 5:36
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    BTW I still don't understand why 4 people have voted to close this as duplicate of Knuth “Some Implementations of TeX”…. That question asks which TeX implementations display the output continuously (what we might call “live preview”), so that for example you can choose column widths interactively. (Those implementations therefore have more features than standard TeX.) This question asks why stripped-down versions of TeX are allowed not to include cmmib10. What is the connection between the two questions?? Jul 19, 2019 at 14:40

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From the context I think it is clear that it means (what we would now call) a stripped down distribution of tex rather than an implementation of tex.

Note that your statement

Considering the fact that plain.tex cannot be changed

isn't accurate: plain.tex says you can change this bit of the file

% (And those that were \preloaded above can be eliminated.)

and the equivalent section of appendix B of the TeXBook is more explicit on this point

The plain.tex files used on different machines can be expected to differ widely with respect to preloaded fonts, since the choice of how many fonts to preload and the selection of the most important fonts depends on local conditions.

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