Consider the integral \begin{equation} I(x)= \frac{1}{\pi} \int^{\pi}_{0} \sin(x\sin t) \,dt \end{equation} show that \begin{equation} I(x)= \frac{2x}{\pi} +O(x^{3}) \end{equation} as $x\rightarrow0$.
=> I Have used the expansion of McLaurin series of $I(x)$ but did not work. please help me.
Just appeal to the Taylor expansion of $I(x)$ directly; clearly $I(0)=0$. Now, $$ I'(x) = \frac{1}{\pi}\int_0^\pi \cos(x\sin{t})\sin{t}\,dt. $$ So, $$ I'(0) = \frac{1}{\pi} \int_0^\pi \sin{t}\,dt = \frac{2}{\pi}. $$ Also, $$ I''(x) = -\frac{1}{\pi}\int_0^\pi \sin(x\sin{t})\sin^2{t}\,dt. $$ So, $I''(0)=0$.
Therefore, $$ I(x) = I(0) + I'(0)x + \frac{I''(0)}{2}x^2 + O(x^3) = \frac{2x}{\pi} + O(x^3). $$