Lower bound of Gaussian tail?
Solution 1:
There is a standard lower estimate for $1-\Phi(x) = P(N(0,1)\ge x)$: for all $x>0$, $$ 1-\Phi(x)> \frac{x}{x^2+1}\varphi(x) = \frac{x}{x^2+1}\frac1{\sqrt{2\pi}}e^{-x^2/2}. $$ You can find the proof e.g. here.
So for $x\ge 1$ $$ 1-\Phi(x)> \frac{1}{x+1/x}\varphi(x)\ge \frac{1}{2x}\varphi(x), $$ consequently, the desired inequality holds with $K_2 = 1/(2\sqrt{2\pi})$.