I'm looking for a simple proof that $\frac{1+x^2}{n^2} \geq 1-e^{-x^2/n^2}$ for all $x,n \in \mathbb{R}$.
My first attempt was to express the exponential as a Taylor series:
$$\frac{1+x^2}{n^2} \geq \frac{x^2}{n^2}-\frac{1}{2!}\frac{x^4}{n^4}+\frac{1}{3!}\frac{x^6}{n^6}- \, ... \, .$$
Obviously
$$\frac{1+x^2}{n^2} \geq \frac{x^2}{n^2},$$
so if I can show
$$-\frac{1}{2!}\frac{x^4}{n^4}+\frac{1}{3!}\frac{x^6}{n^6}- \, ... <0,$$
then I'm done. But I'm stuck here, and also wondering if there's an even simpler way.
It is $e^t \geq t + 1$ for all $t \in \mathbb R$ (easily proven by elementary calculus), thus :
$$e^{-x^2/n^2} \geq 1 - x^2/n^2$$
But $1/n^2 >0$ for all $n \in \mathbb R$, thus if you add it to the LHS it will still be greater or equal to the RHS :
$$e^{-x^2/n^2} + 1/n^2 \geq 1 - x^2/n^2 \Leftrightarrow x^2/n^2 + 1/n^2 \geq 1-e^{-x^2/n^2} $$
$$\Leftrightarrow$$
$$\boxed{\frac{1+x^2}{n^2} \geq 1 - e^{-\frac{x^2}{n^2}}}$$