Substitute
to rewrite the integral as
Substitute
to rewrite again as
Substitute
to rewrite to
One last substitution of
to rewrite
To summarize, substitute
.
Now write the power series of
and evaluate the subsequent beta integral.
A lemma:
Recall the binomial series,
Let
, so the left side vanishes. This means
Let
and use the identity
to write
Let
, so our integral is
Recall the reflection formula,
.
In an earlier question [28756378] we found the exact value
So we ultimately find that
(Try saying that 5 times fast!)