You'll get the same integral on both sides of the equation.
I used the integration by parts method.
I let
and
so,
This is the part I am stuck at. If I integrate by parts I get another product. And it will continue for I don't know what because I can't get rid of the .
Any help? I've definitely done something wrong. Thanks
Call the original integral (the one you want to calculate) I, and then proceed as you did. Now perform integration by parts on what you arrived at, and you will end up with an integral which is a scalar multiple of the original integral you called I. Rearrange and you will arrive at your answer.
This is a well known trick for dealing with these, and other similar types of integrals.
Good luck.