a) Substitute
and
:

b) Integrate by parts:

Take
and
, so that
and
:

c) Substitute
, so that
and
:

Integrate by parts with
and
, so
and
:

Then

d) Integrate by parts with
and
, so
and
:

By the fundamental theorem of calculus,

Integrate by parts again, this time with
and
, so
and
:

By the FTC,

Then

e) Expand the integrand as

Then by the FTC,

f) Substitute
, so
:
