I want to solve the following integration $$\int_0^{\infty}[1-(\frac{1}{1+x})^M]x^{-\frac{2}{\alpha}-1}dx$$ where $M$ is a positive integer and $\alpha \geq 2$
My attempt:
In my attempt I use the Binomial expansion for $(1+x)^{-M}$ and the result is as follows $$\int_0^{\infty}[Mx-\frac{1}{2}M(M+1)x^2-\frac{1}{6}M(M+1)(M+2)x^3+\cdots]x^{-\frac{2}{\alpha}-1}dx$$ As can be seen that the result will come out to be zero because $\infty^{-j}=0$ and similarly $0^i=0$. Your help in solving this integration will be much appreciated. Thanks in advance.