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It works for me, on 9.2.beta14 i get:

sage: def integral_R(f,a,b): 
....:     from sage.symbolic.integration.integral import definite_integral 
....:     return (definite_integral(f,x,a,b)).simplify_full() 
....: alpha = 1/sqrt(3) 
....: H = 2*arcsin(x/(sqrt(1-x^2)))  
....: integral_R(H,0,alpha).n()                                                                                                                                                                              
0.383300906518810

Which version of Sage are you using ?

It works for me, on 9.2.beta14 i get:

sage: def integral_R(f,a,b): 
....:     from sage.symbolic.integration.integral import definite_integral 
....:     return (definite_integral(f,x,a,b)).simplify_full() 
....: alpha = 1/sqrt(3) 
....: H = 2*arcsin(x/(sqrt(1-x^2)))  
....: integral_R(H,0,alpha).n()                                                                                                                                                                              
0.383300906518810

Which version of Sage are you using ?

By the way, if you are interested in numerical integral, a more robust way is to use numerical_integral

sage: numerical_integral(H,0,alpha)                                                                                                                                                                          
(0.38330090651880994, 4.2554949177687755e-15)