When you ask my mentor : Am I any good at integrals ? You usually get an answer like this :
Give 5 proofs for $\int_0^{2 \pi} \ln( \frac{25}{16} - \sin(x)^2) dx = 0$.
I was able to show it with contour integration.
But there must be at least 4 other ways apparantly.
Can you show me them ?
In particular I wonder about parametric integration.
Example of parametric integration :
Let $y>0$ and
$$f(y) = \int_0^{oo} e^{-yx} \frac{sin(x)}{x} dx$$.
Then take the derivative with respect to $y$.
$$f ' (y) = - \int_0^{oo} e^{-yx} sin(x) dx = \frac{-1}{y^2 + 1}$$.
Integrating and taking into account $\lim_{y= oo} f(y) = 0$ we get
$$ f(y) = - \arctan(y) + \frac{\pi}{2} $$.
So
$$ \int_0^{oo} e^{-x} \frac{sin(x)}{x} dx = f(1) = \frac{\pi}{4} $$
Forgive me I do not have a formal definition for parametric integration but this example is useful I assume.
Closely related to parametric integration is the so-called derivative under the integral sign.
Ps : I forgot how I did the contour integral proof. Although I asked for the other 4 ways , you may give the contour method too. But that - alone - Will not be accepted as THE answer.