Take in the substitution rule, so . The transformed integral is
The two terms follow from the derivatives of the natural logarithm and the inverse tangent. Returning to gives the antiderivative
Use the substitution rule , with . The endpoints become and , so
The original PDF places the outside the square root. Use the substitution rule with , so and the endpoints become and . Polynomial division gives
Hence the definite integral is
For the natural logarithm, , , , and . The quadratic Taylor polynomial therefore gives
The Taylor remainder is with . It is positive, so the approximation is an underestimate. Moreover,
Thus is a valid upper bound on the absolute error.
Taylor's theorem gives a finite Taylor polynomial of degree , consisting of the first terms, and a remainder:
In the Taylor theorem with Lagrange remainder form, assuming the required derivatives exist on an interval containing and ,
for some strictly between and when ; at the remainder is zero. In particular, if on that segment, then . This is a finite expansion; it does not assume equality with an infinite Taylor series.
The scaling relation says that is a homogeneous function of degree . Fix and differentiate the identity with respect to the positive parameter . The chain rule gives
Setting proves the Euler theorem for homogeneous functions identity
Differentiate once more with respect to , using equality of the mixed partial derivatives for the assumed twice continuously differentiable function:
At this is the second-order Euler identity for homogeneous functions:
The repeated parameter differentiation accounts for the factor , rather than .
Put . Apply implicit differentiation with respect to and , using the chain rule:
Consequently
At a point where the assumed differentiable function exists, the first equation forces . Combining the equations therefore gives
The assertion is understood on such differentiable branches of the implicit function; arbitrary parameter choices need not produce one everywhere.
The Pythagorean theorem gives . Taking a total differential gives , so
The area of the right triangle is , so the product rule gives and
The prescribed small changes therefore give : the area decreases by approximately . For comparison, retaining the product of the two finite percentage changes gives , an exact decrease of ; the total differential retains only the first-order terms.

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