find value of a parameter $\alpha$ at which integral converges absolutely and at which conditional $$\int\limits_0^\infty \frac{x + 1}{x ^ {\alpha}}\sin(x)\,dx$$
We can consider 2 cases: area of $0$ and area of $\infty$. 1) in area of $0$ $\frac{x + 1}{x ^ {\alpha}}\sin(x) > 0$ so there is no difference beetween absolute and conditional convergence. $\frac{x + 1}{x ^ {\alpha}}\sin(x) \sim \frac{1}{x^{\alpha - 1}} $ => $\alpha > 2$. What can i do in area of $\infty$?
To find the values of $\alpha$ for which the integral converges conditionally, we can use Dirichlet's Test.
Note that the integral of the sine function is bounded over all intervals and $\frac{x+1}{x^\alpha}$ monotonically decreases for $\alpha>1$. Therefore, from Dirichlet's Test, the integral
$$\int_1^\infty \frac{(x+1)\sin(x)}{x^\alpha}\,dx$$
converges for $\alpha >1$.
To show when the convergence is conditional, and not absolute, we write the integral of absolute value as
$$\begin{align} \int_\pi^{N\pi} \frac{|\sin(x)|(1+x)}{x^\alpha}\,dx&=\sum_{k=1}^{N-1}\int_{k\pi}^{(k+1)\pi}\frac{|\sin(x)|(1+x)}{x^\alpha}\,dx\\\\ &\ge 2\sum_{k=1}^{N-1} \frac{1+k\pi}{\left((k+1)\pi\right)^\alpha} \end{align}$$
which by the comparison test diverges for $\alpha \le 2$. It is straightforward to see that the convergence is absolute for $\alpha >2$.
Therefore, the integral $\int_1^\infty \frac{\sin(x)(1+x)}{x^\alpha}\,dx$ converges absolutely for $\alpha >2$, and conditionally for $1<\alpha\le2$.
Putting this together with the fact that the integral $\int_0^1 \frac{\sin(x)(1+x)}{x^\alpha}\,dx$ converges for $\alpha <2$, we find that the integral $\int_0^\infty \frac{\sin(x)(1+x)}{x^\alpha}\,dx$ converges conditionally for $1<\alpha <2$ and diverges otherwise.