Hi all,

Maybe a stupid question, but how to calculate the following integral:

I would like to see what is the method of calculating such integrals, because I don't quite get what is written on Wikipedia:

According to the formula above, I assume it's:

Then I want to use substitution , but I am not sure how the integration limits will change; is it while remains intact? If so, then it would be:

Does it further give something like ?

And, finally,

I have no idea, that was just my guess.... Thanks for any input.