I'm solving some problems in measure and integration theory, and found this result I cannot explain from my basic understanding:
If $X= \int_0^X dt$, then, $X^a= a \int_0^X t^{a-1} dt$
Can somebody please explain to me what am I missing?.
The 'if' part is straight forward, but cannot explain the derivative of $X^a$ that shows up in the 'then' part.
Thanks folks.