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The end of the play marks it as a full tragedy, which is what Miller wanted. Keller and his family live in a world of delusions, hidden behind an idea of American industry and success. But the ugly truth is behind the play the entire time (and we, the audience, slowly get clued in to that through Ann and her brother) and is nipping at their heels, much like the truth nips at Oedipus's heels. In the end, all characters are left naked in the face of the ugly truth - that Keller is responsible in some way for his son's death. Keller kills himself in the light of this, Chris's relationship with Ann is permanently skewed, and who knows how terribly will the mother, so heavily deluded before, will take it. But one thing's for sure: they've gone through a tragedy.