The integral is .
Integration by parts formula: .
Assume and
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Find by integrating
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Differentiate on each side.
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Substitute ,
and
in integration by parts formula.
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Consider .
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Let .
Differentiate on each side with respect to .
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Change of integral limits:
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Lower limit: If , then
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Upper limit: If , then
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Substitute ,
and change of integral limits in
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Substitute in the expression
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