The integral is
.
Assume
.
Apply derivative on each side with respect to
.

Substitute the corresponding values in
.

Consider
.
Integration by parts formula :
.
Let
and
.
.
Apply derivative on each side with respect to
.


Apply integral on each side.
\
.
Substitute the corresponding values in the integration by parts formula.
\
Substitute above result in
.

Replace
in above expression.
.
.