Integration by Change of Variables

This lecture covers the concept of integration by change of variables, presenting the theorem for a continuous function f on a closed interval [a, b] and a function ϕ mapping [x, ß] to [a, b]. It explains the conditions for integration by change of variables and provides examples of applying this technique, including the derivation in chain rule. The lecture concludes with a remark on the case when ϕ is bijective.