(i) Let X be a random variable. Use Markov's inequality to show that
P(X⩾k)⩽E(etX)e−kt
for all t⩾0 and real k.
(ii) Calculate E(etX) in the case where X is a Poisson random variable with parameter λ=1. Using the inequality from part (i) with a suitable choice of t, prove that
k!1+(k+1)!1+(k+2)!1+…⩽(ke)k
for all k⩾1.