I have to analyse the convergence of the improper integral, for different values of $\alpha$:
$\int_{0}^1 \frac{(1-x^2)^{\alpha}}{\sqrt{x}} dx$
I think that when $\alpha$ is bigger or equal to $0$, the improper integral is convergent, but when $\alpha$ is negative?
Suppose $p>0$. since $1\leq 1+x\leq2$ over $0\leq x\leq 1$,
$$ 2^{-p}\frac{1}{(1-x)^p\sqrt{x}}\leq \frac{1}{(1-x^2)^p\sqrt{x}}\leq \frac{1}{(1-x)^p\sqrt{x}} $$
In integrating over $[0,1]$, the difficulty arrises at the singularity at $x=1$ (around $x=0$ there is no problem since $\int^1_0x^{-1/2}\,dx<\infty$.
Suffices to consider the behavior of $$\int^1_{1/2}\frac{1}{(1-x)^p\sqrt{x}}\,dx= \int^{\frac12}_0\frac{1}{x^p\sqrt{1-x}}\,dx $$ For $0<p<1$ the integral above converges since $\frac{1}{x^p\sqrt{1-x}}\leq \frac{\sqrt{2}}{x^p}$ for $0\leq x\leq \frac12$. For $p\geq1$ the integral diverges since $\frac{1}{x^p\sqrt{1-x}}\geq \frac{1}{x^p}$ for $0\leq x\leq\frac12$.
In summary: