Business Mathematics and Statistics · Ch 7 — Integration
Integration by Substitution
Integration by Substitution
Some integrands are not directly one of the standard forms, but become one after a change of variable. Integration by substitution (also called the change-of-variable method) is the technique for spotting and using this.
When substitution applies
Substitution works cleanly whenever the integrand can be seen as a function of some inner expression , multiplied by (a constant multiple of) — exactly what the chain rule produces when differentiating a composite function, run in reverse:
After integrating with respect to using the standard formulas, the last step is always to substitute back, so the final answer is written in terms of the original variable — an integral is never left in terms of .
Worked pattern:
Let , so — and is EXACTLY what multiplies in the integrand, so the substitution is a clean fit:
Check by differentiating back: using the chain rule, , exactly the original integrand.
Spotting the right substitution …
with — converts a composite integrand into a standard-formula integral in the new variable , then the result …