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

Substitute the corresponding values in
.

Find the integral using integration by parts.
\Formula for integration by parts :
.
Let
and
..
.
Apply derivative on each side.
\
.

Apply integral on each side.
\
.
Substitute the corresponding values in
.

Substitute above result in
.
.
Replace
in above expression.

.
.