\(\displaystyle x = \frac{y}{\lambda} \)
\(\displaystyle \int_{0}^{\infty} \lambda \frac{y}{\lambda} e^{-\lambda \frac{y}{\lambda} } d\frac{y}{\lambda} = \int_{0}^{\infty} ye^{-y}d\frac{y}{\lambda}\)
I'm not sure where to go from here, or if even this is correct. I've never seen this technique before and can't find a reference to it anywhere. It looks similar to u substitution, but is obviously different.
\(\displaystyle y = \lambda \frac{y}{\lambda} \)
\(\displaystyle \int_{0}^{\infty} \lambda \frac{y}{\lambda} e^{-\lambda \frac{y}{\lambda}} d\frac{y}{\lambda} \lambda = \int_{0}^{\infty} y e^{-y } dy\)