I have the following equality: $$ \lim_{k \to \infty}\int_{0}^{k} x^{n}\left(1 - {x \over k}\right)^{k}\,\mathrm{d}x = n! $$
What I think is that after taking the limit inside the integral ( maybe with the help of Fatou's Lemma, I don't know how should I do that yet ), then get
$$ \int_{0}^{k}\lim_{k \to \infty}\left[\,% x^{n}\left(1 - {x \over k}\right)^{k}\,\right]\mathrm{d}x = \int_{0}^{\infty}x^{n}\,\mathrm{e}^{-x}\,\mathrm{d}x = \Gamma\left(n + 1\right) = n! $$
How can I give a clear proof ?.
By writing $$ \int_{0}^{k} x^{n}\Big(1-\cfrac{x}{k}\Big)^{k}dx=\int_{0}^{\infty}\mathbf{1}_{[0,k]}(x)\: x^{n}\Big(1-\cfrac{x}{k}\Big)^{k}dx, $$ observing that $$ 0\le \mathbf{1}_{[0,k]}(x)\: x^{n}(1-\cfrac{x}{k})^{k}\le x^ne^{-x}, \quad x\ge0, $$ and, for $x\ge 0$, $$ \lim_{k \rightarrow \infty}\Big(1-\cfrac{x}{k}\Big)^{k}=e^{-x} $$ one may use the Dominated Convergence Theorem.