TITLE: Using contour integration, or other means, is there a way to find a general form for $\int_{0}^{\infty}\frac{\sin^{n}(x)}{x^{n}} \, dx$?
QUESTION [9 upvotes]: While studying some CA, I ran across methods of evaluating $$\int_0^\infty \frac{\sin x}{x} \, dx, \;\ \int_0^\infty \frac{\sin^2 x}{x^2} \, dx, \;\ \text{and} \ \int_0^\infty \frac{\sin^3 x}{x^{3}} \, dx.$$
Is there a way to find a closed form for $$\int_0^\infty \frac{\sin^n x}{x^n} \, dx, \ n \in \mathbb{N}_{>0}  ?$$
Rather it be contour integration or some clever method using real analysis.

REPLY [2 votes]: I have a generalized elementary method for this problem，If f (x) is an even function, and the period is $\pi$,we have:
$$\int_{0}^\infty f(x)\frac{\sin^nx}{x^n}dx=\int_{0}^\frac{\pi}{2}f(x)g_n(x)\sin^nxdx     \qquad (1)$$
Where the $g_n(x)$ in (1) is as follows 
$$g_n(x)=\begin{cases}\frac{(-1)^{n-1}}{(n-1)!}\frac{d^{n-1}}{dx^{n-1}}\left(\csc x\right),& \text{for n is odd $n\in\Bbb N$ and}\\[2ex]
\frac{(-1)^{n-1}}{(n-1)!}\frac{d^{n-1}}{dx^{n-1}}\left(\cot x\right),& \text{ for n is even .}
\end{cases}$$
——————————————————————————————————————————————————
Proof:
\begin{align}
\int_{0}^\infty f(x)\frac{\sin^nx}{x^n}dx&=\sum_{k=0}^\infty\int_{k\pi}^{(2k+1)\frac{\pi}{2}}f(x)\left(\frac{\sin x}{x}\right)^ndx+\sum_{k=1}^\infty\int_{(2k-1)\frac{\pi}{2}}^{k\pi}f(x)\left(\frac{\sin x}{x}\right)^ndx\\
&=\sum_{k=0}^\infty\int_{0}^{\frac{\pi}{2}}f(x+k\pi)\left(\frac{\sin (x+k\pi)}{x+k\pi}\right)^ndx+\sum_{k=1}^\infty\int_{-\frac{\pi}{2}}^{0}f(x+k\pi)\left(\frac{\sin (x+k\pi)}{x+k\pi}\right)^ndx\\
&=\sum_{k=0}^\infty(-1)^{nk}\int_{0}^{\frac{\pi}{2}}f(x)\left(\frac{\sin x}{x+k\pi}\right)^ndx+\sum_{k=1}^\infty(-1)^{nk}\int_{0}^{\frac{\pi}{2}}f(-x)\left(\frac{\sin x}{x-k\pi}\right)^ndx\\
&=\int_{0}^{\frac{\pi}{2}}f(x)\sin^nx\left(\frac{1}{x^n}+\sum_{k=1}^\infty(-1)^{nk}\left[\frac{1}{(x+k\pi)^n}+\frac{1}{(x-k\pi)^n}\right]\right)dx\\
&=\int_{0}^{\frac{\pi}{2}}f(x)\sin^nxg_n(x)dx
\end{align}
We know by the Fourier series
\begin{align}
\csc x&=\frac{1}{x}+\sum_{k=1}^\infty(-1)^k\left(\frac{1}{x+k\pi}+\frac{1}{x-k\pi}\right)\\
\end{align}
and
\begin{align}
\cot x&=\frac{1}{x}+\sum_{k=1}^\infty\left(\frac{1}{x+k\pi}+\frac{1}{x-k\pi}\right)
\end{align}
Take the n-1 order derivative,thus we obtain $g_n(x)$.
——————————————————————————————————————————————————
Example:
\begin{align}
(1.)\qquad\int_{0}^{\infty}\frac{\sin^3x}{x}dx&=\int_{0}^{\frac{\pi}{2}}\sin^2xg_1(x)\sin xdx\\
&=\int_{0}^{\frac{\pi}{2}}\sin^2x\frac{1}{\sin x}\sin xdx\\
&=\int_{0}^{\frac{\pi}{2}}\sin^2xdx\\
&=\frac{\pi}{4}\\
\end{align}
\begin{align}
(2.)
\int_{0}^{\infty}(1+\cos^2x)\frac{\sin^2x}{x^2}dx
&=\int_{0}^{\frac{\pi}{2}}(1+\cos^2x)g_2(x)\sin^2xdx\\
&=\int_{0}^{\frac{\pi}{2}}(1+\cos^2x)\left(-\frac{d}{dx}\cot x\right)\sin^2xdx\\
&=\int_{0}^{\frac{\pi}{2}}(1+\cos^2x)\left(\frac{1}{\sin^2x}\right)\sin^2xdx\\
&=\int_{0}^{\frac{\pi}{2}}(1+\cos^2x)dx\\
&=\frac{\pi}{2}+\frac{\pi}{4}=\frac{3\pi}{4}\\
\end{align}
\begin{align}
(3.)
\int_{0}^{\infty}\frac{1}{(1+\cos^2x)}\frac{\sin^3x}{x^3}dx
&=\int_{0}^{\frac{\pi}{2}}\frac{\sin^3x}{(1+\cos^2x)}g_3(x)dx\\
&=\int_{0}^{\frac{\pi}{2}}\frac{\sin^3x}{(1+\cos^2x)}\left(\frac{1}{2}\frac{d^2}{dx^2}(\csc x)\right)dx\\
&=\int_{0}^{\frac{\pi}{2}}\frac{\sin^3x}{(1+\cos^2x)}\frac{(1+\cos^2x)}{2\sin^3x}dx\\
&=\int_{0}^{\frac{\pi}{2}}\frac{1}{2}dx=\frac{\pi}{4}\\
(4.)
\int_{0}^{\infty}\cos 2xy\frac{\sin^2x}{x^2}dx
&=\int_{0}^{\frac{\pi}{2}}\cos 2xydx
=\frac{\sin\pi y}{2y}\\
\end{align}
\begin{align}
\end{align}