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$$\eqalign{ & I = \int\limits_{}^{} {{{\tan }^3}xdx} \cr & = \int\limits_{}^{} {{{{{\sin }^3}x} \over {{{\cos }^3}x}}dx} \cr & = \int\limits_{}^{} {{{{{\sin }^2}x\sin xdx} \over {{{\cos }^3}x}}} \cr & = \int\limits_{}^{} {{{\left( {1 - {{\cos }^2}x} \right)\sin xdx} \over {{{\cos }^3}x}}} \cr & Dat\,\,t = \cos x \Rightarrow dt = - \sin xdx \cr & \Rightarrow I = \int\limits_{}^{} {{{{t^2} - 1} \over {{t^3}}}dt} \cr & = \int\limits_{}^{} {\left( {{1 \over t} - {t^{ - 3}}} \right)dt} \cr & = \ln \left| t \right| + {{{t^{ - 2}}} \over 2} + C \cr & = \ln \left| t \right| + {1 \over {2{t^2}}} + C \cr & = \ln \left| {\cos x} \right| + {1 \over {2{{\cos }^2}x}} + C \cr} $$
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