Solution

ID: past-exam-of-the-mathematics-course-of-the-year-1-of-the-natural-sciences-course-of-the-university-of-cambridge/2018/paper-1/20/a/solution

For , integration by substitution gives
At the integrand is one, so , also the continuous limit of this expression. For nonzero , differentiation under the integral sign is valid on the finite interval and yields
Set and use . The requested value is

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