 Solution

Define $F(x)={\int }_a^{x}f(t)dt$. By the fundamental theorem of calculus, $F^{\prime }=f$. The chain rule givesIntegrating from $\alpha$ to $\beta$ and using $g(\alpha )=a$, $g(\beta )=b$ yields the change of variables formulaThe argument also covers a decreasing $g$ because both integrals are oriented.