I am stuck in this question given here because I am facing a dilemma whether to insert a dirac-delta function within the integral (or not) and solve it, or there is some other method to do this problem.
[edit:- I still can't solve it. So, kindly can anyone let me know how to solve this question. I am really interested to know its solution.]
I think the notion is that if the integral converges without any sort of regularization scheme, $f(x)$ must go to zero at $\pm \infty$. Then, you can show that the transformed function goes to zero at any $x \ne 0$ and it still integrates to unity. Those are the two defining characteristics of a Dirac delta function.
If you did have a regularization scheme like taking the integral over reals to be the limit of $\int_{-a}^{a}$ as $a \rightarrow \infty$ then I don't think the result is true any more, at least not without some further regularization.