Determine the convergence of the following improper integral as $\alpha \in \mathbb{R}$ varies:
$\int_0^\infty x^{\alpha +1} e^{-x} dx$
I tried to do it in this way
$e^{-x}<\frac{1}{x^{\beta}}$ as $x\rightarrow \infty$ for any $\beta \in \mathbb{R}$ Therefore $x^{\alpha +1}e^{-x}<\frac{x^{\alpha +1}}{x^{\beta}}=\frac{1}{x^{\beta-\alpha-1}}$ as $x\rightarrow \infty$
So if $\beta-\alpha-1>1 \rightarrow \alpha<\beta-2$ the integral is convergent
But the solutions say that it is convergent for $\alpha>-2$ and divergent for $\alpha \leq -2$
Where is my mistake?? Besides is this the right way to do this exercise? I mean I used a second arbitrary parameter which I can also delete at the end since $\beta$ can be $0$. Is it wrong to use it?
Thanks for your help
Hint.
$$\int_0^\infty x^{\alpha +1} e^{-x} dx=\int_0^1 x^{\alpha +1} e^{-x} dx+\int_1^\infty x^{\alpha +1} e^{-x} dx.$$
Verify that the second integral is always convergent, no matter what real number $\alpha$ may be, as can be seen by applying the limit test (and using e.g. the convergent reference integral $\int_1^\infty dx/x^2 $).
Additional hint. Notice that since $e^{-x}\rightarrow 1$ as $x\rightarrow 0$ the integrand of $\int_0^1x^{\alpha +1}e^{-x}dx$ behaves like $x^{\alpha +1}$ near $x=0$.