Find an appropriate order of integration bounded by the solid. Can someone help me figure out an appropriate order and maybe walk me through the integration? I am rather new to this. Thank you! 
Determine the appropriate order of integration to find the volume
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Rather than choosing a single order of integration, we will present all of them.
If we fix $z$, then we are choosing horizontal slices perpendicular to the $z$-axis. These will be rectangles parallel to the $xy$-plane with $y$ ranging from $0$ to $1-z$, and $x$ ranging from $0$ to $1-z^2$; thus $$V = \int_{z=0}^1 \int_{y=0}^{1-z} \int_{x=0}^{1-z^2} \, dx \, dy \, dz,$$ or equivalently, $$V = \int_{z=0}^1 \int_{x=0}^{1-z^2} \int_{y=0}^{1-z} \, dy \, dx \, dz.$$ Note that because the cross-sectional slices are rectangles in this case, the order of integration of $x$ and $y$ are free to be interchanged without impacting the limits of integration: we can also see this from the fact that the limits of integration for $x$ and $y$ are independent of $y$ and $x$, respectively.
If we fix $y$, then we are taking vertical slices perpendicular to the $y$-axis and parallel to the $xz$-plane. These will be oddly shaped, consisting of a piecewise parabolic boundary and a horizontal boundary. Specifically, if $z$ ranges from $0$ to $1-y$, then $x$ ranges from $0$ to $1-z^2$, and we get $$V = \int_{y=0}^1 \int_{z=0}^{1-y} \int_{x=0}^{1-z^2} \, dx \, dz \, dy.$$ This corresponds to integrating each cross-section in horizontal strips along the $z$-axis. If we choose to reverse the order of $x$ and $z$, the integral becomes more complicated. We would need to observe that $x$ would always range from $0$ to $1$ for a fixed $y$, but then $z$ would range from $0$ to $\sqrt{1-x}$ if $1-(1-y)^2 < x < 1$, and from $0$ to $1-y$ if $0 < x < 1-(1-y)^2$: $$V = \int_{y=0}^1 \left(\int_{x=0}^{1-(1-y)^2} \int_{z = 0}^{1-y} \, dz \, dy + \int_{x=1-(1-y)^2}^1 \int_{z=0}^{\sqrt{1-x}} \, dz \, dy \right) \, dx.$$ Finally, consider fixing $x$ and taking cross-sections perpendicular to the $x$-axis and parallel to the $yz$-plane. These are trapezoids. We can integrate in horizontal strips within each cross-section to give $$V = \int_{x=0}^1 \int_{z=0}^{\sqrt{1-x}} \int_{y=0}^{1-z} \, dy \, dz \, dx.$$ If we integrate in vertical strips, we need to go piecewise, observing that $z$ ranges from $0$ to $\sqrt{1-x}$ if $0 < y < 1 - \sqrt{1-x}$, and $z$ ranges from $0$ to $1-y$ if $1 - \sqrt{1-x} < y < 1$: $$V = \int_{x=0}^1 \left(\int_{y=0}^{1-\sqrt{1-x}} \int_{z=0}^{\sqrt{1-x}} \, dz \, dy + \int_{y=1-\sqrt{1-x}}^1 \int_{z=0}^{1-y} \, dz \, dy \right) \, dx.$$
Re-arrange $z=1-y$ into $y=1-z.\;$ Now the volume is given by
\begin{align*} V &=\int_{0}^{1} \int_{0}^{1-z} \int_{0}^{1-z^{2}} dx \, dy \, dz \\ &= \int_{0}^{1} (1-z)(1-z^{2}) \, dz \\ &= \int_{0}^{1} (1-z-z^{2}+z^{3}) \, dz \\ &= \left[ z-\frac{z^{2}}{2}-\frac{z^{3}}{3}+\frac{z^{4}}{4} \right]_{0}^{1} \\ &= \frac{5}{12} \end{align*}