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Hi everyone! I'm having trouble with the concept of integration with respect to a parameter. Hope someone can help. This isn't a problem from the MIT course.

MIT 18.02 Multivariable Calculus, Fall 2007
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Here is the problem in question:
What I did was substitute x=tan
x=tan(alpha) and then substitute in the equation, and the limits are evaluated also, so eqn reduces quite interestingly

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