
9.2.21 Integrals depending on a parameter
Problem:
Prove the equality:
\[
I=\int_{0}^{\frac{\pi}{2}} \sin ^{\rho} x d x \cdot \int_{0}^{\frac{\pi}{2}} \frac{d x}{\sin ^{\rho} x}=\frac{\pi}{2 \rho} \tan \frac{\pi \rho}{2}, \quad 0<\rho<1 .
\]