There are already questions about how to find $\int \tan^{1/2}(x) dx$. But how to derive a general formula for $\int_0^{\pi/2} \tan^{\alpha}(x) dx$ (which converges if $|\alpha|<1$) ?
More details: I have to evaluate this integral because I want to derive Euler's reflection formula for gamma functions. The integral above is the result of using a substitution $v=\tan^2(x)$ in $\int_0^\infty \frac{v^\beta}{1+v} dv$
With $u=\tan x$, we have $$\int_0^{\frac \pi 2} \tan^\alpha (x)dx=\int_0^{+\infty}\frac{u^\alpha}{1+u^2}du$$ Now, according to this question: $$\int_0^\infty \frac{x^{\alpha}dx}{1+2x\cos\beta +x^{2}}=\frac{\pi\sin (\alpha\beta)}{\sin (\alpha\pi)\sin \beta }$$ So, plugging in $\beta=\frac \pi 2$ yields $$\int_0^{\frac \pi 2} \tan^\alpha (x)dx=\frac{\pi\sin(\frac {\alpha \pi}2)}{\sin(\alpha \pi)}=\frac{\pi}{2\cos(\frac{\alpha\pi}{2})}$$