when I put it in the integral calculator, the result shows it diverges. I also tried $\int_{0}^{\infty}\frac{\sin^2(x)}{x}\,dx$, it diverges. $\int _{0}^{\infty}\frac{\sin^2(x)}{x^2}\,dx$ converges.$\int_{0}^{\infty}\frac{\sin^2(x)}{x^3}\,dx$ diverges. I thought there is some regularity.
And for the question in the title, how can I prove it? I tried comparison test and limit comparison test. I didn't work it out.
It is enough to understand if the integrand function is integrable in a right neighbourhood of the origin and in a left neighbourhood of $+\infty$. $\sin(x)^2$ behaves like $x^2$ in a right neighbourhood of the origin and it is a non-negative function with mean value $\frac{1}{2}$, hence $$ \int_{0}^{+\infty}\frac{\sin^2(x)}{x^\alpha}\,dx $$ converges as soon as $1<\alpha<3$. In such a case it equals $$-\frac{\pi\, 2^{\alpha-3}}{\Gamma(\alpha)\cos\left(\frac{\pi\alpha}{2}\right)}$$ by Euler's Beta function and the reflection formula for the $\Gamma$ function.