$$\int_0^1 \frac{x^n}{\sqrt{1-x^4}}dx$$
Near $0$ the expression inside is convergent, that is easy. Near $1$ looks like it approaches infinity when $n \ge 0$ But according to the book when $n \ge -1$ the integral is convergent. No proof is given. I am having difficulty to figure out why and how.
I would like an interface for checking integrals convergence. There is no need to find the number to which it converges. Just check.
Near $x=1$, the integrand blows up like $\dfrac1{\sqrt{1-x}}$, so the integral converges there.
So the only real problem is near $x=0$, for which you need $n>-1$.