I try to calculate the integral:
$$ \int_{0}^{+\infty} \frac{x - \sin{\left(x \right)}}{x^{3}}\, dx, $$
using the Dirichlet integral
$$ \int\limits_0^{+\infty} \frac{\sin \alpha x}{x}\,dx = \frac{\pi}{2}\mathrm{sgn}\,\alpha. $$
I integrate this integral in parts, but I can't substitute the limits of integration because the limit is infinity.
Integrating twice by parts gives $$ \int_0^T {\frac{{x - \sin x}}{{x^3 }}\mathrm{d}x} = \frac{1}{2}\frac{{\cos T}}{T} + \frac{1}{2}\frac{{\sin T}}{{T^2 }} - \frac{1}{T} + \frac{1}{2}\int_0^T {\frac{{\sin x}}{x}\mathrm{d}x} . $$ Thus $$ \int_0^{ + \infty } {\frac{{x - \sin x}}{{x^3 }}\mathrm{d}x} = \frac{1}{2}\int_0^{ + \infty } {\frac{{\sin x}}{x}\mathrm{d}x} = \frac{\pi }{4}. $$