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This lecture introduces integrals of type 3, which are a combination of type 1 and type 2 cases. It explains how to define these integrals when a function is continuous on an open interval extending to positive or negative infinity. The lecture covers the definition in terms of a limit of integrals, ensuring the functions are continuous on the closed interval. It also discusses the calculation of limits towards the endpoints, emphasizing the order of operations and the equivalence of results.