Comment #5 on issue 1792 by asmeurer: SymPy does not integrate a real power of sine/cosine
http://code.google.com/p/sympy/issues/detail?id=1792
That's a shame, because WolframAlpha can do it (http://www.wolframalpha.com/input/?_=1313689892483&i=integrate+cos(x)**r+dx&fp=1&incTime=true), although it seems that Maple cannot.
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