Since the derivative of the arctangent is near zero, termwise integration gives
The integration constant is zero because .
The expression in the PDF is , with the subtraction outside the fraction. Using the exponential series with gives
For , , these are the first two nonzero terms. If , the function is identically zero, so there are no nonvanishing terms.
The square is on the cosine: near zero, . Substituting into the logarithmic series gives
Therefore

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