Integration under the integral sign is the use of the identity
 |
(1)
|
to compute an integral. For example, consider
 |
(2)
|
for 
.
Multiplying by 
and integrating between 
and 
gives
 |  |  |
(3)
|
 |  |  |
(4)
|
But the left-hand side is equal to
 |
(5)
|
so it follows that
 |
(6)
|
(Woods 1926, pp. 145-146).
