This paper presents an analytical closed-form solution to improper integral $\mu(r)=\int_0^{\infty} x^r dx$, where $r \geq 0$. The solution technique is based on splitting the improper integral into an infinite sum of definite integrals with successive integer limits. The exact solution of every definite integral is obtained by making use of the binomial polynomial expansion, which then allows expression of the entire summation equivalently in terms of a weighted sum of Riemann zeta functions. It turns out that the solution fundamentally depends on whether or not $r$ is an integer. If $r$ is a non-negative integer, then the solution is manifested in a finite series of weighted Bernoulli numbers, which is then drastically simplified to a second order rational function $\mu(r)=(-1)^{r+1}/(r+1)(r+2)$. This is achieved by taking advantage of the relationships between Bernoulli numbers and binomial coefficients. On the other hand, if $r$ is a non-integer real-valued number, then we prove $\mu(r)=0$ by the virtue of the elegant relationships between zeta and gamma functions and their properties.
On certain definite integrals. No 14