The function is .
(a)
\Apply derivative on each side with respect to .
The summation starts from , because the first term of the function was constant, hence its derivative is zero.
Apply formula:.
Substitute .
.
(b) Show that .
Consider .
Let .
Apply integral on each side.
\.
Substitute in
.
.
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Substitute in
.
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(a) .
(b) .