Lecture

Integral Change of Variable Formula

Description

This lecture covers the integral change of variable formula, where given a continuous function f on an interval [a, b] and a function $ mapping [a, b] to [a, b] with certain properties, the formula for changing variables in integrals is derived and proven. The lecture explains the process step by step, including the proof involving the existence of primitives and the application of the Fundamental Theorem of Calculus. Various examples and remarks are provided to illustrate the concept and its applications.

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