Solution:
$I_{m, n} = \displaystyle{\int\limits_{0}^{1}} x^{m-1}(1-x)^{n-1} dx$ $...(i)$
Substituting $x = \dfrac{1}{y + 1}$
$I_{m, n} = \displaystyle{\int\limits_{\infty}^{0}} \dfrac{y^{n-1}}{(y + 1)^{m + n}} (-1) dy $
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$\Rightarrow I_{m, n} = \displaystyle{\int\limits_{0}^{\infty}} \dfrac{y^{n-1}}{(y + 1)^{m + n}} dy $ $...(ii)$
Substituting $z = 1 - x$ and $dx = -dz$ in $eqn\ (i)$
$I_{m,n} = \displaystyle{\int\limits_{1}^{0}} (1-z)^{m-1}(z)^{n-1} (-dz)$
$I_{m,n} = \displaystyle{\int\limits_{0}^{1}} (z)^{n-1}(1-z)^{m-1} (dz)$
Again, substituting $z = \dfrac{1}{y}$, we get:
$I_{m, n} = \displaystyle{\int\limits_{0}^{\infty}} \dfrac{y^{m-1}}{(y + 1)^{m + n}} dy $ $...(iii)$
Adding equations $(ii)$ and $(iii)$
$2I_{m, n} = \displaystyle{\int\limits_{0}^{\infty}} \dfrac{y^{m-1} + y^{n - 1}}{(y + 1)^{m + n}} dy $
$\Rightarrow 2I_{m, n} = \displaystyle{\int\limits_{0}^{1}} \dfrac{y^{m-1} + y^{n - 1}}{(y + 1)^{m + n}} dy + {\int\limits_{1}^{\infty}} \dfrac{y^{m-1} + y^{n - 1}}{(y + 1)^{m + n}} dy$
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Substituting $y = \dfrac{1}{z}, \ dy = - \dfrac{1}{z^2} dz$ in the second integral,
$\Rightarrow 2I_{m, n} = \displaystyle{\int\limits_{0}^{1}} \dfrac{y^{m-1} + y^{n - 1}}{(y + 1)^{m + n}} dy + {\int\limits_{1}^{\infty}} \dfrac{y^{m-1} + y^{n - 1}}{(y + 1)^{m + n}} dy$
$\Rightarrow 2I_{m, n} = \displaystyle{\int\limits_{0}^{1}} \dfrac{y^{m-1} + y^{n - 1}}{(y + 1)^{m + n}} dy + {\int\limits_{1}^{0}} \dfrac{\left( \dfrac{1}{z} \right) ^{m-1} + \left( \dfrac{1}{z} \right) ^{n - 1}}{\left(\dfrac{1}{z} + 1\right)^{m + n}} \left( - \dfrac{1}{z^2}dz\right)$
$\Rightarrow 2I_{m, n} = \displaystyle{\int\limits_{0}^{1}} \dfrac{y^{m-1} + y^{n - 1}}{(y + 1)^{m + n}} dy + {\int\limits_{1}^{0}} \dfrac{z^{m+1} + z^{n + 1}}{(z + 1)^{m + n}} \left( - \dfrac{1}{z^2}dz\right)$
$\Rightarrow 2I_{m, n} = \displaystyle{\int\limits_{0}^{1}} \dfrac{y^{m-1} + y^{n - 1}}{(y + 1)^{m + n}} dy + {\int\limits_{1}^{0}} \dfrac{z^{m-1} + z^{n - 1}}{(z + 1)^{m + n}} (- dz)$
$\Rightarrow 2I_{m, n} = \displaystyle{\int\limits_{0}^{1}} \dfrac{y^{m-1} + y^{n - 1}}{(y + 1)^{m + n}} dy + {\int\limits_{0}^{1}} \dfrac{z^{m-1} + z^{n - 1}}{(z + 1)^{m + n}} dz$
Ignoring variable names in definite integrals, we get:
$2 I_{m, n} = 2 \displaystyle{\int\limits_{0}^{1}} \dfrac{y^{m-1} + y^{n - 1}}{(y + 1)^{m + n}} dy$
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$\Rightarrow I_{m, n} = \displaystyle{\int\limits_{0}^{1}} \dfrac{y^{m-1} + y^{n - 1}}{(y + 1)^{m + n}} dy$
$\because I_{m, n} = \displaystyle{\int\limits_{0}^{1}} \dfrac{y^{m-1} + y^{n - 1}}{(y + 1)^{m + n}} dy = \alpha I$
$\therefore \alpha = 1$