I need help better understanding how, and why integration by changing the variable works (I've seen it's related to the derivative of a composite function $f(g(x))$), and generally tips and tricks, an intuitive understanding and exercises.
I sort of understand it, but when it comes to evaluate such an integral, I'm very sluggish and it seems harder than it should be.
LE: My mistake, I originally said integration by parts, but I meant variable change.
Hint: How about you take a look here http://en.wikipedia.org/wiki/Integration_by_parts.