The integral is
.
Assume
.
Differentiate on each side.
\
.
Substitute
and
in the integral.
.
Evaluate the integral using integration by parts.
\Integration by parts formula:
.
Let
and
.
Find
by integrating
.
.
.
Differentiate on each side.
\
.
Substitute
,
, and
in integration by parts formula.
Replace
in above expression

.
.