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In Pride and Prejudice, of the five Bennet sisters, the one we see the least of is Mary. (Her name appears fewer than forty times in the whole book.) Mary has a reputation for sitting with her books, by herself, preferring to immerse herself in her studies rather than socializing or interacting much with other people. The few times we do hear Mary say something, it's usually something grandiose or pompous:

"Pride," observed Mary, who piqued herself upon the solidity of her reflections, "is a very common failing, I believe. By all that I have ever read, I am convinced that it is very common indeed; that human nature is particularly prone to it, and that there are very few of us who do not cherish a feeling of self-complacency on the score of some quality or other, real or imaginary. Vanity and pride are different things, though the words are often used synonymously. A person may be proud without being vain. Pride relates more to our opinion of ourselves, vanity to what we would have others think of us."
Pride and Prejudice, chapter 5

This manner of speaking remains the same pretty much the same throughout the novel:

"This is a most unfortunate affair, and will probably be much talked of. But we must stem the tide of malice, and pour into the wounded bosoms of each other the balm of sisterly consolation."
Then, perceiving in Elizabeth no inclination of replying, she added, "Unhappy as the event must be for Lydia, we may draw from it this useful lesson: that loss of virtue in a female is irretrievable; that one false step involves her in endless ruin; that her reputation is no less brittle than it is beautiful; and that she cannot be too much guarded in her behaviour towards the undeserving of the other sex."
Elizabeth lifted up her eyes in amazement, but was too much oppressed to make any reply. Mary, however, continued to console herself with such kind of moral extractions from the evil before them.
Pride and Prejudice, chapter 47

In the last mention of Mary that we have in the book, it's said that she still moralizes every chance she gets:

Mary was the only daughter who remained at home; and she was necessarily drawn from the pursuit of accomplishments by Mrs. Bennet’s being quite unable to sit alone. Mary was obliged to mix more with the world, but she could still moralize over every morning visit; and as she was no longer mortified by comparisons between her sisters’ beauty and her own, it was suspected by her father that she submitted to the change without much reluctance.
Pride and Prejudice, chapter 61

Practically every other character in Pride and Prejudice undergoes some sort of character development throughout the novel; most notably Mr. Darcy and Elizabeth, but the other characters such as Jane, Lydia, Kitty, Mr. Bennet, and even Wickham undergo some sort of character development that leaves them in a different place than they had been at the start of the novel.

From what we see of Mary during the course of Pride and Prejudice, does Mary undergo any sort of character development? Can we observe any sort of change in her character throughout the course of the novel?

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Like Jane, Lydia, Kitty, Mr Bennet, and Wickham, Mary too ends the novel "in a different place" than she had been at the beginning. Initially, she is the most overlooked of the sisters. The passage you quote from Chapter 61 tells us that she used to be "mortified by comparisons between her sisters’ beauty and her own." Since she is considered less attractive than they, she compensates via studious pursuits such as reading extensively and practicing music rigorously.

Unfortunately, she lacks the maturity or guidance that would enable her to get the most out of her hard work. Instead, she becomes a bookish prig with intellectual pretensions. Even Mr Bennet pokes fun at her inability to put her reading to good use:

      “What can be the meaning of that emphatic exclamation?” cried he. “Do you consider the forms of introduction, and the stress that is laid on them, as nonsense? I cannot quite agree with you there. What say you, Mary? For you are a young lady of deep reflection, I know, and read great books, and make extracts.”
      Mary wished to say something very sensible, but knew not how.
      “While Mary is adjusting her ideas,” he continued, “let us return to Mr. Bingley.”

Chapter 2, emphasis added.

Mary's desire to appear sensible while lacking actual sense means that she has fallen into the vice she correctly identifies as vanity, in the section you quote from Chapter 5. This failing also prevents her musical endeavors from being well received:

Mary had neither genius nor taste; and though vanity had given her application, it had given her likewise a pedantic air and conceited manner, which would have injured a higher degree of excellence than she had reached. Elizabeth, easy and unaffected, had been listened to with much more pleasure, though not playing half so well; and Mary, at the end of a long concerto, was glad to purchase praise and gratitude by Scotch and Irish airs, at the request of her younger sisters, who with some of the Lucases, and two or three officers, joined eagerly in dancing at one end of the room.

Chapter 6, emphasis added.

Mary's pedantry and affectation mean that even though Elizabeth's technical skills do not match hers, Elizabeth's playing is more enjoyable.

Mary's remaining home at the end of the novel is largely her own choice. We know that Kitty "spent the chief of her time with her two elder sisters," and presumably Mary could have done so as well, had she wished. It is understandable that Mary would prefer not to be around those to whom she has always been made to feel inferior on account of their better looks. So Mary chooses to stay at Longbourn, and Mrs Bennet then insists that she set her books and music aside to keep her company. Mr Bennet rightly understands that Mary is glad of this excuse to stop working hard: once free from comparisons to the other Misses Bennet, she is no longer motivated to pursue self-improvement. She remains a prig, "still moraliz[ing] over every morning visit," but she is less insecure and consequently somewhat happier. This is the change in her situation that is similar to the changes you see in the other characters.

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