Evaluate the following integral:

- Let

- Hence,

- Using the formula for integration by parts

- Now we can use integration by parts again to compute the following
integral
- Let

- Hence,

- Finally we get

- We can now use the above result to finish solving the problem:

- It is easy to see that the integral obtained ( marked in red ) is the same as the original
integral. Let us combine both integrals on the left hand side:

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