Question:
For what values $p,q$ does the improper integral $\int_0^1 x^p (1-x^2)^q dx$ converge?
I am struggling as I'm not sure where to start. What is the best way to approach this question?
Set $x=\sin(t)$. We then get the integral as $$\int_0^{\pi/2}\sin^p(t)\cos^{2q}(t)\cos(t)dt = \int_0^{\pi/2}\sin^p(t)\cos^{2q+1}(t)dt=\dfrac12\beta((p+1)/2,q+1)$$ which exists whenever $(p+1)/2>0$ and $q+1>0$, i.e., $p,q>-1$.