The question is to prove: $$ \int_0^{\infty}{\frac{1}{e^{sx}\sqrt{1+s^2}}}ds < \arctan\left(\frac1x\right),\quad\forall x\ge1. $$ Numerically it seems to hold true. So I have made some attempts to prove this analytically but have all failed.
I also wonder if there is a systematic approach to solve this kind of problem.
Thanks for your help.