This involves differentiating an integral with respect to a parameter $y$. We will use Leibniz integral rule. The general form of Leibniz integral rule is:
If $F(y) = \int_{a(y)}^{b(y)} f(x, y) dx$, then
$F'(y) = f(b(y), y) \cdot b'(y) - f(a(y), y) \cdot a'(y) +
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