During calculus studies, I tried to find a primitive for the following indefinite integral, in a simple form using standard functions:
$\int \sqrt{\sin x} \mathrm{d}x$
I always failed. It may be possible to prove that the primitive exists, or even to find an infinite series expansion for it. But I suspect that it is not possible to find a simple closed-form expression for it.
Am I right? If so, how to prove it?
Depends on what functions you call "standard". It has no elementary antiderivative, but does have one in terms of elliptic functions.