I have to show that $$ \int_{0}^{\infty}\frac{x^{p-1}}{1+x}dx = \frac{\pi}{\sin(p\pi)}; 0<p<1$$
The hint provided says that I should choose as my contour the region between two circles of radius $\epsilon$ and $R$ and integrate $f(\mathbb{z}) = \frac{\mathbb{z}^{p-1}}{1+\mathbb{z}}$
Why such a contour? Shouldn't I be trying to choose some sort of semi-circles to eliminate the integral as $R \rightarrow \infty$ ?
I wanted to understand HOW to decide what contour to use in this problem and others. Once that is decided, I can proceed. Is there a good strategy to arrive at the right contour? Or is it just something you get better at the more problems you see?