How can I prove that $\int_{0}^{\infty}\frac{\sin(x)}{x^{\lambda}}$ converges for $\lambda \in (0,2)$?
I tried substituting $\sin(x)$ trough its series represantation in order to get rid of the $x^{\lambda}$ in the denominator when I realised that there the series represantation encompasses $(-1)^k$ and $!$.
How can I go about solving this?