Prove that $1<\frac{1}{1001}+\frac{1}{1002}+\cdots+\frac{1}{3001}<\frac{4}{3}$
Using AM- HM inequality,
$\left(\sum_{k=1001}^{3001} k\right)\left(\sum_{k=1001}^{3001} \frac{1}{k} \right) \geq(2001)^{2}$
But $\sum_{k=1001}^{3001} k=(2001)^{2}$
Hence, $\sum_{k=1001}^{3001} \frac{1}{k}>1$
How to prove the next part?(Is there any inequality I am missing)
One way without calculus is to use the "group the numbers together" technique. Here a pretty loose grouping of $500$ numbers is sufficient.
$$\frac{1}{1001}+\frac{1}{1002}+\cdots+\frac{1}{3001}<{500\over1001}+{500\over1501}+{500\over2001}+{500\over2501}+{1\over3001}<{1\over2}+{1\over3}+{1\over4}+{1\over4}={4\over3}$$