I did and saw that agility did not change the DAM of the arrows or the bow so I am a little confused why Agility is said to effect the DAM rating ?
Marksman did raise the rating of both so...
Agility does increase bow damage, but Marksman does more.
The reason that you didn't see a change in the menu is undoubtedly that you gained less than a full point of additional damage. The game uses decimals in its calculations, but it doesn't display them-- it just lops them off. So if, for instance, you were doing 7.1 points of damage, it would say "7". If you gained 0.8 points for your agility buff, the game would treat that as 7.9 points, but the menu would still just display "7".