Encountering the integral in the post stating that $$ \int_{0}^{\infty} \frac{e^{-x} \sin(x)}{x}\,dx=\frac\pi4, $$ I started to investigate the integral in a more general form as
$$ I(a)=\int_0^{\infty} \frac{\sin x}{x^a} e^{-x} d x, $$ where $1<a<2$.
Using the Euler’s identity: $e^{xi}=\cos x+i\sin x$, we have $$ \begin{aligned} I(a) & = \Im \int_0^{\infty} \frac{e^{xi} \cdot e^{-x}}{x^a} d x \\ & = \Im\int_0^{\infty} \frac{e^{-(1-i) x}}{x^a} d x \\ & = \Im \int_0^{\infty} x^{-a} e^{-(1-i) x} d x \\ & =\Im\left[\frac{\Gamma(1-a)}{(1-i)^{1-a}}\right] \end{aligned} $$ By expressing the denominator in polar form, we have $$ \frac{1}{(1-i)^{1-a}}=\left(\sqrt{2} e^{-\frac{\pi}{4} i}\right)^{a-1} =2^{\frac{a-1}{2}} e^{\frac{(1-a) \pi}{4}i} $$ Now we can conclude that $$ \boxed{I(a)=2^{\frac{a-1}{2}} \Gamma(1-a) \sin \frac{(1-a) \pi}{4}} $$ For example, $$ I\left(\frac{3}{2}\right) =2^{\frac{1}{4}} (-2 \sqrt{\pi})\left(-\sin \frac{\pi}{8}\right) =2\sqrt[4]{2}\cdot\frac{\sqrt{(2-\sqrt{2} )\pi}}{2}=\sqrt{2(\sqrt{2}-1)\pi} $$
Do we have any other methods to evaluate the integral? Your comments and alternative methods are highly appreciated.
Without complex functions.
Using the series expansion of the sine function $$I(a)=\int_0^{\infty} \frac{\sin (x)}{x^a} e^{-x} d x=\sum_{n=0}^{\infty}\frac{(-1)^n}{(2n+1)!}\int_0^{\infty}e^{-x} x^{2 n+1-a}\,dx$$ $$\int e^{-x} x^{2 n+1-a}\,dx=-\Gamma (2 n+2-a,x)$$ $$\int_0^{\infty} e^{-x} x^{2 n+1-a}\,dx=\Gamma (2 n+2-a)$$
$$\sum_{n=0}^{\infty}\frac{(-1)^n}{(2n+1)!}\Gamma (2 n+2-a)=\frac{2^{\frac{a-1}{2}} \cos \left(\frac{a+1}{4} \pi \right)\,\, \Gamma (2-a)}{1-a}$$ $$\sum_{n=0}^{\infty}\frac{(-1)^n}{(2n+1)!}\Gamma (2 n+2-a)=2^{\frac{a-1}{2}} \cos \left(\frac{a+1}{4} \pi \right)\,\,\Gamma (1-a)$$