$\"\"$

The integral is $\"\"$ .

Substitute $\"\"$ .

Apply derivative on each side with respect to $\"\"$ .

$\"\"$

$\"\"$ .

Substitute $\"\"$ and $\"\"$ .

$\"\"$

Apply formula $\"\"$ and $\"\"$ . $\"\"$

$\"\"$

Substitute $\"\"$ , $\"\"$ and $\"\"$ .

$\"\"$

$\"\"$ .

$\"\"$

$\"\"$ .