
Take

, so that

and

. Note that this assumes

and so requires

.

Now take

, so that

. Note that for this invertibility condition to hold, we require that

, which means

. But since we already fixed

with the previous substitution, we thus have

, which in turn restricts us to

. So with this substitution, we have

, which gives



Now over the interval

, we have

, which means

, and so the integral is equivalent to





