-- Mathlib/MeasureTheory/Measure/Prod.lean
theorem prod_eq_generateFrom {μ : Measure α} {ν : Measure β} {C : Set (Set α)} {D : Set (Set β)}
    (hC : generateFrom C = ‹_›) (hD : generateFrom D = ‹_›) (h2C : IsPiSystem C)
    (h2D : IsPiSystem D) (h3C : μ.FiniteSpanningSetsIn C) (h3D : ν.FiniteSpanningSetsIn D)
    {μν : Measure (α × β)} (h₁ : ∀ s ∈ C, ∀ t ∈ D, μν (s ×ˢ t) = μ s * ν t) : μ.prod ν = μν

Proof state:
case intro.intro.intro.intro
α : Type u_1
β : Type u_2
inst✝¹ : MeasurableSpace α
inst✝ : MeasurableSpace β
μ : Measure α
ν : Measure β
C : Set (Set α)
D : Set (Set β)
hC : generateFrom C = inst✝¹
hD : generateFrom D = inst✝
h2C : IsPiSystem C
h2D : IsPiSystem D
h3C : μ.FiniteSpanningSetsIn C
h3D : ν.FiniteSpanningSetsIn D
μν : Measure (α × β)
h₁ : ∀ s ∈ C, ∀ t ∈ D, μν (s ×ˢ t) = μ s * ν t
s : Set α
hs : s ∈ C
t : Set β
ht : t ∈ D
this : SigmaFinite ν
⊢ (μ.prod ν) ((fun x1 x2 => x1 ×ˢ x2) s t) = μν ((fun x1 x2 => x1 ×ˢ x2) s t)

Tactic:
rw [h₁ s hs t ht, prod_prod]

Result:
no goals

Proof state:
α : Type u_1
β : Type u_2
inst✝¹ : MeasurableSpace α
inst✝ : MeasurableSpace β
μ : Measure α
ν : Measure β
C : Set (Set α)
D : Set (Set β)
hC : generateFrom C = inst✝¹
hD : generateFrom D = inst✝
h2C : IsPiSystem C
h2D : IsPiSystem D
h3C : μ.FiniteSpanningSetsIn C
h3D : ν.FiniteSpanningSetsIn D
μν : Measure (α × β)
h₁ : ∀ s ∈ C, ∀ t ∈ D, μν (s ×ˢ t) = μ s * ν t
⊢ ∀ s ∈ image2 (fun x1 x2 => x1 ×ˢ x2) C D, (μ.prod ν) s = μν s

Tactic:
rintro _ ⟨s, hs, t, ht, rfl⟩

Result:
case intro.intro.intro.intro
α : Type u_1
β : Type u_2
inst✝¹ : MeasurableSpace α
inst✝ : MeasurableSpace β
μ : Measure α
ν : Measure β
C : Set (Set α)
D : Set (Set β)
hC : generateFrom C = inst✝¹
hD : generateFrom D = inst✝
h2C : IsPiSystem C
h2D : IsPiSystem D
h3C : μ.FiniteSpanningSetsIn C
h3D : ν.FiniteSpanningSetsIn D
μν : Measure (α × β)
h₁ : ∀ s ∈ C, ∀ t ∈ D, μν (s ×ˢ t) = μ s * ν t
s : Set α
hs : s ∈ C
t : Set β
ht : t ∈ D
⊢ (μ.prod ν) ((fun x1 x2 => x1 ×ˢ x2) s t) = μν ((fun x1 x2 => x1 ×ˢ x2) s t)

Proof state:
α : Type u_1
β : Type u_2
inst✝¹ : MeasurableSpace α
inst✝ : MeasurableSpace β
μ : Measure α
ν : Measure β
C : Set (Set α)
D : Set (Set β)
hC : generateFrom C = inst✝¹
hD : generateFrom D = inst✝
h2C : IsPiSystem C
h2D : IsPiSystem D
h3C : μ.FiniteSpanningSetsIn C
h3D : ν.FiniteSpanningSetsIn D
μν : Measure (α × β)
h₁ : ∀ s ∈ C, ∀ t ∈ D, μν (s ×ˢ t) = μ s * ν t
⊢ μ.prod ν = μν

Tactic:
refine
  (h3C.prod h3D).ext
    (generateFrom_eq_prod hC hD h3C.isCountablySpanning h3D.isCountablySpanning).symm
    (h2C.prod h2D) ?_

Result:
α : Type u_1
β : Type u_2
inst✝¹ : MeasurableSpace α
inst✝ : MeasurableSpace β
μ : Measure α
ν : Measure β
C : Set (Set α)
D : Set (Set β)
hC : generateFrom C = inst✝¹
hD : generateFrom D = inst✝
h2C : IsPiSystem C
h2D : IsPiSystem D
h3C : μ.FiniteSpanningSetsIn C
h3D : ν.FiniteSpanningSetsIn D
μν : Measure (α × β)
h₁ : ∀ s ∈ C, ∀ t ∈ D, μν (s ×ˢ t) = μ s * ν t
⊢ ∀ s ∈ image2 (fun x1 x2 => x1 ×ˢ x2) C D, (μ.prod ν) s = μν s

Proof state:
case intro.intro.intro.intro
α : Type u_1
β : Type u_2
inst✝¹ : MeasurableSpace α
inst✝ : MeasurableSpace β
μ : Measure α
ν : Measure β
C : Set (Set α)
D : Set (Set β)
hC : generateFrom C = inst✝¹
hD : generateFrom D = inst✝
h2C : IsPiSystem C
h2D : IsPiSystem D
h3C : μ.FiniteSpanningSetsIn C
h3D : ν.FiniteSpanningSetsIn D
μν : Measure (α × β)
h₁ : ∀ s ∈ C, ∀ t ∈ D, μν (s ×ˢ t) = μ s * ν t
s : Set α
hs : s ∈ C
t : Set β
ht : t ∈ D
⊢ (μ.prod ν) ((fun x1 x2 => x1 ×ˢ x2) s t) = μν ((fun x1 x2 => x1 ×ˢ x2) s t)

Tactic:
haveI := h3D.sigmaFinite

Result:
case intro.intro.intro.intro
α : Type u_1
β : Type u_2
inst✝¹ : MeasurableSpace α
inst✝ : MeasurableSpace β
μ : Measure α
ν : Measure β
C : Set (Set α)
D : Set (Set β)
hC : generateFrom C = inst✝¹
hD : generateFrom D = inst✝
h2C : IsPiSystem C
h2D : IsPiSystem D
h3C : μ.FiniteSpanningSetsIn C
h3D : ν.FiniteSpanningSetsIn D
μν : Measure (α × β)
h₁ : ∀ s ∈ C, ∀ t ∈ D, μν (s ×ˢ t) = μ s * ν t
s : Set α
hs : s ∈ C
t : Set β
ht : t ∈ D
this : SigmaFinite ν
⊢ (μ.prod ν) ((fun x1 x2 => x1 ×ˢ x2) s t) = μν ((fun x1 x2 => x1 ×ˢ x2) s t)