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
: