-- Lean 4 proof step from Mathlib.Probability.Independence.Basic (goal)
Goal:
ι : Type u_6
Ω : Type u_7
α : Type u_8
β : Type u_9
mΩ : MeasurableSpace Ω
mα : MeasurableSpace α
mβ : MeasurableSpace β
μ : Measure Ω
X : ι → Ω → α
Y : ι → Ω → β
f : ι → Set Ω
t : ι → Set β
s : Finset ι
inst : Finite ι
hY : ∀ (i : ι), Measurable (Y i)
hindep : iIndepFun (β := fun (i : ι) ↦ α × β) (fun (i : ι) (ω : Ω) ↦ (X i ω, Y i ω)) μ
hf : ∀ i ∈ s, MeasurableSet (f i)
hy : ∀ i ∉ s, Ne (α := ℝ≥0∞) ((μ : (a : Set Ω) → ℝ≥0∞) (Y i ⁻¹' t i) : ℝ≥0∞) (0 : ℝ≥0∞)
ht : ∀ (i : ι), MeasurableSet (t i)
this : IsProbabilityMeasure μ
val : Fintype ι
g : (i' : ι) → Set Ω := fun (i' : ι) ↦ if i' ∈ s then Y i' ⁻¹' t i' ∩ f i' else Y i' ⁻¹' t i'
_ :
  μ[⋂ i ∈ s, f i | ⋂ (i : ι), Y i ⁻¹' t i] =
    HMul.hMul (α := ℝ≥0∞) (β := ℝ≥0∞) (((μ : (a : Set Ω) → ℝ≥0∞) (⋂ (i : ι), Y i ⁻¹' t i))⁻¹ : ℝ≥0∞)
      ((μ : (a : Set Ω) → ℝ≥0∞) ((⋂ (i : ι), Y i ⁻¹' t i) ∩ ⋂ i ∈ s, f i) : ℝ≥0∞)
_₁ :
  HMul.hMul (α := ℝ≥0∞) (β := ℝ≥0∞) (((μ : (a : Set Ω) → ℝ≥0∞) (⋂ (i : ι), Y i ⁻¹' t i))⁻¹ : ℝ≥0∞)
      ((μ : (a : Set Ω) → ℝ≥0∞) ((⋂ (i : ι), Y i ⁻¹' t i) ∩ ⋂ i ∈ s, f i) : ℝ≥0∞) =
    HMul.hMul (α := ℝ≥0∞) (β := ℝ≥0∞) (((μ : (a : Set Ω) → ℝ≥0∞) (⋂ (i : ι), Y i ⁻¹' t i))⁻¹ : ℝ≥0∞)
      ((μ : (a : Set Ω) → ℝ≥0∞) (⋂ (i : ι), g i) : ℝ≥0∞)
_₂ :
  HMul.hMul (α := ℝ≥0∞) (β := ℝ≥0∞) (((μ : (a : Set Ω) → ℝ≥0∞) (⋂ (i : ι), Y i ⁻¹' t i))⁻¹ : ℝ≥0∞)
      ((μ : (a : Set Ω) → ℝ≥0∞) (⋂ (i : ι), g i) : ℝ≥0∞) =
    HMul.hMul (α := ℝ≥0∞) (β := ℝ≥0∞) ((∏ i : ι, (μ : (a : Set Ω) → ℝ≥0∞) (Y i ⁻¹' t i))⁻¹ : ℝ≥0∞)
      ((μ : (a : Set Ω) → ℝ≥0∞) (⋂ (i : ι), g i) : ℝ≥0∞)
_₃ :
  HMul.hMul (α := ℝ≥0∞) (β := ℝ≥0∞) ((∏ i : ι, (μ : (a : Set Ω) → ℝ≥0∞) (Y i ⁻¹' t i))⁻¹ : ℝ≥0∞)
      ((μ : (a : Set Ω) → ℝ≥0∞) (⋂ (i : ι), g i) : ℝ≥0∞) =
    HMul.hMul (α := ℝ≥0∞) (∏ i : ι, (μ : (a : Set Ω) → ℝ≥0∞) (Y i ⁻¹' t i))⁻¹ (∏ i : ι, (μ : (a : Set Ω) → ℝ≥0∞) (g i))
⊢ Eq (α := ℝ≥0∞) (μ[⋂ i ∈ s, f i | ⋂ (i : ι), Y i ⁻¹' t i] : ℝ≥0∞) (∏ i ∈ s, μ[f i | Y i ⁻¹' t i] : ℝ≥0∞)
have _₄ : HMul.hMul (α := ℝ≥0∞) (∏ i : ι, (μ : (a : Set Ω) → ℝ≥0∞) (Y i ⁻¹' t i))⁻¹ (∏ i : ι, (μ : (a : Set Ω) → ℝ≥0∞) (g i)) =
  ∏ i : ι,
    HMul.hMul (α := ℝ≥0∞) (β := ℝ≥0∞) (((μ : (a : Set Ω) → ℝ≥0∞) (Y i ⁻¹' t i))⁻¹ : ℝ≥0∞)
      ((μ : (a : Set Ω) → ℝ≥0∞) (g i) : ℝ≥0∞)
Tactic: calc
    _ = (μ (⋂ i, Y i ⁻¹' t i))⁻¹ * μ ((⋂ i, Y i ⁻¹' t i) ∩ ⋂ i ∈ s, f i) := by
      rw [cond_apply]; exact .iInter fun i ↦ hY i (ht i)
    _ = (μ (⋂ i, Y i ⁻¹' t i))⁻¹ * μ (⋂ i, g i) := by
      congr
      calc
        _ = (⋂ i, Y i ⁻¹' t i) ∩ ⋂ i, if i ∈ s then f i else .univ := by
          simp only [Set.iInter_ite, Set.iInter_univ, Set.inter_univ]
        _ = ⋂ i, Y i ⁻¹' t i ∩ (if i ∈ s then f i else .univ) := by rw [Set.iInter_inter_distrib]
        _ = _ := Set.iInter_congr fun i ↦ by by_cases hi : i ∈ s <;> simp [hi, g]
    _ = (∏ i, μ (Y i ⁻¹' t i))⁻¹ * μ (⋂ i, g i) := by
      rw [hindep.meas_iInter]
      exact fun i ↦ ⟨.univ ×ˢ t i, MeasurableSet.univ.prod (ht _), by ext; simp⟩
    _ = (∏ i, μ (Y i ⁻¹' t i))⁻¹ * ∏ i, μ (g i) := by
      rw [hindep.meas_iInter]
      intro i
      by_cases hi : i ∈ s <;> simp only [hi, ↓reduceIte, g]
      · obtain ⟨A, hA, hA'⟩ := hf i hi
        exact .inter ⟨.univ ×ˢ t i, MeasurableSet.univ.prod (ht _), by ext; simp⟩
          ⟨A ×ˢ Set.univ, hA.prod .univ, by ext; simp [← hA']⟩
      · exact ⟨.univ ×ˢ t i, MeasurableSet.univ.prod (ht _), by ext; simp⟩
    _ = ∏ i, (μ (Y i ⁻¹' t i))⁻¹ * μ (g i) := by
      rw [Finset.prod_mul_distrib, ENNReal.prod_inv_distrib]
      exact fun _ _ i _ _ ↦ .inr <| measure_ne_top _ _
    _ = ∏ i, if i ∈ s then μ[f i | Y i ⁻¹' t i] else 1 := by
      refine Finset.prod_congr rfl fun i _ ↦ ?_
      by_cases hi : i ∈ s
      · simp only [hi, ↓reduceIte, g, cond_apply (hY i (ht i))]
      · simp only [hi, ↓reduceIte, g, ENNReal.inv_mul_cancel (hy i hi) (measure_ne_top μ _)]
    _ = _ := by simp