The integral is
.
Rewrite the integral as
.
Assume
.
Differentiate on each side with respect to
.

Change in limits of integration:
\Lower limit: If
, then
.
Upper limit: If
, then
.
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
.

Substitute above result in
.

.
.