So I've only seen the p-test for integrals:
$\int_0^1$ and $\int_1^{\infty}$
here: http://www.sosmath.com/calculus/improper/testconv/testconv.html
but an example says that $\int_0^{\infty} \frac{1}{x}dx$ is also divergent.
I would like to know, how to know this.
For $0<a<b<\infty$, $\int_a^b\frac{1}{x}dx=\mathrm{log}b-\mathrm{log}a$. For $b\rightarrow \infty$ and $a\rightarrow 0$, it diverges to infinity.