A. Rule 401 Objection to Relevance
With respect to the relevance objection, Martinez “carries a heavy burden on appeal because an evidentiary ruling will be reversed only if a trial court committed ‘a clear abuse of discretion.’ ” Jones v. Hamelman, 869 F.2d 1023, 1027 (7th Cir.1989) (quoting Bohannon v. Pegelow, 652 F.2d 729, 732 (7th Cir.1981)) (emphasis added in Jones). We have recognized the relevance of statements which explain the conduct of law enforcement agents conducting an investigation. See United States v. Mejia, 909 F.2d 242, 247 (7th Cir.1990) (“Evidence about the tip the DEA received was relevant to show something other than the tip’s truth. That evidence was relevant to show why the DEA was watching Mejia’s home, a fact that in no way depended on the tip’s truth.”). See also United States v. Lazcano, 881 F.2d 402, 407 (7th Cir.1989) (“An examination of the record makes clear that Ortega’s testimony regarding the Colombian man’s statement that the defendant ‘was from the Herreras from Durango,’ ... was not offered to prove that Mr. Lazcano was indeed a member of the Herrera family, but rather to set the context in which the DEA investigation originated.”); United States v. Mancillas, 580 F.2d 1301, 1309 (7th Cir.) (“A statement that is relevant, see Rule 401, merely because it was made, and that is not unduly prejudicial, see Rule 403, may be admitted even though the declarant cannot be cross-examined. Whether or not the Rodriguez statement was true, the fact that it was made would surely explain the flurry of investigative activity in three states that the jury was soon to hear about.”), cert. denied, 439 U.S. 958, 99 S.Ct. 361, 58 L.Ed.2d 351 (1978). Thus, we are of the opinion that the trial court’s exercise of discretion was proper in holding that the contested statements were relevant since they merely serve to explain why the officers were observing Martinez.
B. Rule 403 Prejudice Claim
As noted above, Martinez failed to raise his Rule 403 objection in the trial court. “Since [Martinez] never gave the district court the opportunity to balance probative value against prejudice, he has waived the opportunity to complain about that balance on appeal.” Mejia, 909 F.2d at 247. “Where an evidentiary issue has not been properly preserved for appeal, we still may examine the district court’s ruling under the plain error standard.” Id. In United States v. White, 903 F.2d 457, 466-67 (7th Cir.1990), we explained the “plain error” standard as follows:
“As we observed in United States v. Silverstein, 732 F.2d 1338, 1349 (7th Cir.1984): ‘To be plain, an error must be conspicuous, at least in hindsight....’ As we have also noted:
‘A plain error is an error that is “not only palpably wrong but [is] also likely to cause the outcome of the trial to be mistaken.” United States v. Kehm, 799 F.2d 354, 363 (7th Cir.1986). “A reversal on the basis of plain error can be justified ‘only when the reviewing court is convinced that it is necessary in order to avert an actual miscarriage of justice.’ ” [United States v. Requarth, 847 F.2d 1249, 1254 (7th Cir.1988)] (quoting United States v. Silverstein, 732 F.2d 1338, 1349 (7th Cir.1984), cert. denied, 469 U.S. 1111, 105 S.Ct. 792, 83 L.Ed.2d 785 (1985)).’
United States v. Dietrich, 854 F.2d 1056, 1060 (7th Cir.1988).”
“The plain error doctrine allows an appellate court to correct errors that were not objected to at trial if the defendant can demonstrate that he or she probably would have been acquitted but for the erroneously admitted evidence.” United States v. Wynn, 845 F.2d 1439, 1443 (7th Cir.1988).
Even if we were to conclude that the challenged statements were erroneously admitted under Rule 403, which we do not, the “plain error” standard would require proof that Martinez would probably have been acquitted in the absence of the alleged error. As detailed in our discussion of sufficiency of the evidence in Section III, supra, Martinez’ participation in a conspiracy to distribute cocaine and his possession of cocaine with intent to distribute were clearly established in the record. The events of May 20 and May 26, apart