-- Mathlib/MeasureTheory/Decomposition/UnsignedHahn.lean
theorem hahn_decomposition (μ ν : Measure α) [IsFiniteMeasure μ] [IsFiniteMeasure ν] :
    ∃ s, MeasurableSet s ∧ (∀ t, MeasurableSet t → t ⊆ s → ν t ≤ μ t) ∧
      ∀ t, MeasurableSet t → t ⊆ sᶜ → μ t ≤ ν t

Proof state:
case intro
α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
d : Set α → ℝ := fun s => ↑(μ s).toNNReal - ↑(ν s).toNNReal
c : Set ℝ := d '' {s | MeasurableSet s}
γ : ℝ := sSup c
hμ : ∀ (s : Set α), μ s ≠ ⊤
hν : ∀ (s : Set α), ν s ≠ ⊤
to_nnreal_μ : ∀ (s : Set α), ↑(μ s).toNNReal = μ s
to_nnreal_ν : ∀ (s : Set α), ↑(ν s).toNNReal = ν s
d_split : ∀ (s t : Set α), MeasurableSet t → d s = d (s \ t) + d (s ∩ t)
d_Union : ∀ (s : ℕ → Set α), Monotone s → Tendsto (fun n => d (s n)) atTop (𝓝 (d (⋃ n, s n)))
d_Inter :
  ∀ (s : ℕ → Set α),
    (∀ (n : ℕ), MeasurableSet (s n)) →
      (∀ (n m : ℕ), n ≤ m → s m ⊆ s n) → Tendsto (fun n => d (s n)) atTop (𝓝 (d (⋂ n, s n)))
bdd_c : BddAbove c
c_nonempty : c.Nonempty
d_le_γ : ∀ (s : Set α), MeasurableSet s → d s ≤ γ
this : ∀ (n : ℕ), ∃ s, MeasurableSet s ∧ γ - (1 / 2) ^ n < d s
e : ℕ → Set α
he : ∀ (x : ℕ), MeasurableSet (e x) ∧ γ - (1 / 2) ^ x < d (e x)
he₁ : ∀ (n : ℕ), MeasurableSet (e n)
he₂ : ∀ (n : ℕ), γ - (1 / 2) ^ n < d (e n)
f : ℕ → ℕ → Set α := fun n m => (Finset.Ico n (m + 1)).inf e
hf : ∀ (n m : ℕ), MeasurableSet (f n m)
⊢ ∃ s,
    MeasurableSet s ∧
      (∀ (t : Set α), MeasurableSet t → t ⊆ s → ν t ≤ μ t) ∧ ∀ (t : Set α), MeasurableSet t → t ⊆ sᶜ → μ t ≤ ν t

Tactic:
have f_subset_f {a b c d} (hab : a ≤ b) (hcd : c ≤ d) : f a d ⊆ f b c := by
  simp_rw [f, Finset.inf_eq_iInf]
  exact biInter_subset_biInter_left (Finset.Ico_subset_Ico hab <| Nat.succ_le_succ hcd)

Result:
case intro
α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
d : Set α → ℝ := fun s => ↑(μ s).toNNReal - ↑(ν s).toNNReal
c : Set ℝ := d '' {s | MeasurableSet s}
γ : ℝ := sSup c
hμ : ∀ (s : Set α), μ s ≠ ⊤
hν : ∀ (s : Set α), ν s ≠ ⊤
to_nnreal_μ : ∀ (s : Set α), ↑(μ s).toNNReal = μ s
to_nnreal_ν : ∀ (s : Set α), ↑(ν s).toNNReal = ν s
d_split : ∀ (s t : Set α), MeasurableSet t → d s = d (s \ t) + d (s ∩ t)
d_Union : ∀ (s : ℕ → Set α), Monotone s → Tendsto (fun n => d (s n)) atTop (𝓝 (d (⋃ n, s n)))
d_Inter :
  ∀ (s : ℕ → Set α),
    (∀ (n : ℕ), MeasurableSet (s n)) →
      (∀ (n m : ℕ), n ≤ m → s m ⊆ s n) → Tendsto (fun n => d (s n)) atTop (𝓝 (d (⋂ n, s n)))
bdd_c : BddAbove c
c_nonempty : c.Nonempty
d_le_γ : ∀ (s : Set α), MeasurableSet s → d s ≤ γ
this : ∀ (n : ℕ), ∃ s, MeasurableSet s ∧ γ - (1 / 2) ^ n < d s
e : ℕ → Set α
he : ∀ (x : ℕ), MeasurableSet (e x) ∧ γ - (1 / 2) ^ x < d (e x)
he₁ : ∀ (n : ℕ), MeasurableSet (e n)
he₂ : ∀ (n : ℕ), γ - (1 / 2) ^ n < d (e n)
f : ℕ → ℕ → Set α := fun n m => (Finset.Ico n (m + 1)).inf e
hf : ∀ (n m : ℕ), MeasurableSet (f n m)
f_subset_f : ∀ {a b c d : ℕ}, a ≤ b → c ≤ d → f a d ⊆ f b c
⊢ ∃ s,
    MeasurableSet s ∧
      (∀ (t : Set α), MeasurableSet t → t ⊆ s → ν t ≤ μ t) ∧ ∀ (t : Set α), MeasurableSet t → t ⊆ sᶜ → μ t ≤ ν t

Proof state:
α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
d : Set α → ℝ := fun s => ↑(μ s).toNNReal - ↑(ν s).toNNReal
c : Set ℝ := d '' {s | MeasurableSet s}
γ : ℝ := sSup c
hμ : ∀ (s : Set α), μ s ≠ ⊤
hν : ∀ (s : Set α), ν s ≠ ⊤
⊢ ∃ s,
    MeasurableSet s ∧
      (∀ (t : Set α), MeasurableSet t → t ⊆ s → ν t ≤ μ t) ∧ ∀ (t : Set α), MeasurableSet t → t ⊆ sᶜ → μ t ≤ ν t

Tactic:
have to_nnreal_μ : ∀ s, ((μ s).toNNReal : ℝ≥0∞) = μ s := fun s => ENNReal.coe_toNNReal <| hμ _

Result:
α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
d : Set α → ℝ := fun s => ↑(μ s).toNNReal - ↑(ν s).toNNReal
c : Set ℝ := d '' {s | MeasurableSet s}
γ : ℝ := sSup c
hμ : ∀ (s : Set α), μ s ≠ ⊤
hν : ∀ (s : Set α), ν s ≠ ⊤
to_nnreal_μ : ∀ (s : Set α), ↑(μ s).toNNReal = μ s
⊢ ∃ s,
    MeasurableSet s ∧
      (∀ (t : Set α), MeasurableSet t → t ⊆ s → ν t ≤ μ t) ∧ ∀ (t : Set α), MeasurableSet t → t ⊆ sᶜ → μ t ≤ ν t

Proof state:
case h.intro.intro
α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
d : Set α → ℝ := fun s => ↑(μ s).toNNReal - ↑(ν s).toNNReal
c : Set ℝ := d '' {s | MeasurableSet s}
γ : ℝ := sSup c
hμ : ∀ (s : Set α), μ s ≠ ⊤
hν : ∀ (s : Set α), ν s ≠ ⊤
to_nnreal_μ : ∀ (s : Set α), ↑(μ s).toNNReal = μ s
to_nnreal_ν : ∀ (s : Set α), ↑(ν s).toNNReal = ν s
d_split : ∀ (s t : Set α), MeasurableSet t → d s = d (s \ t) + d (s ∩ t)
d_Union : ∀ (s : ℕ → Set α), Monotone s → Tendsto (fun n => d (s n)) atTop (𝓝 (d (⋃ n, s n)))
d_Inter :
  ∀ (s : ℕ → Set α),
    (∀ (n : ℕ), MeasurableSet (s n)) →
      (∀ (n m : ℕ), n ≤ m → s m ⊆ s n) → Tendsto (fun n => d (s n)) atTop (𝓝 (d (⋂ n, s n)))
s : Set α
_hs : s ∈ {s | MeasurableSet s}
⊢ ↑(μ s).toNNReal ≤ ↑(μ univ).toNNReal

Tactic:
rw [NNReal.coe_le_coe, ← ENNReal.coe_le_coe, to_nnreal_μ, to_nnreal_μ]

Result:
case h.intro.intro
α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
d : Set α → ℝ := fun s => ↑(μ s).toNNReal - ↑(ν s).toNNReal
c : Set ℝ := d '' {s | MeasurableSet s}
γ : ℝ := sSup c
hμ : ∀ (s : Set α), μ s ≠ ⊤
hν : ∀ (s : Set α), ν s ≠ ⊤
to_nnreal_μ : ∀ (s : Set α), ↑(μ s).toNNReal = μ s
to_nnreal_ν : ∀ (s : Set α), ↑(ν s).toNNReal = ν s
d_split : ∀ (s t : Set α), MeasurableSet t → d s = d (s \ t) + d (s ∩ t)
d_Union : ∀ (s : ℕ → Set α), Monotone s → Tendsto (fun n => d (s n)) atTop (𝓝 (d (⋃ n, s n)))
d_Inter :
  ∀ (s : ℕ → Set α),
    (∀ (n : ℕ), MeasurableSet (s n)) →
      (∀ (n m : ℕ), n ≤ m → s m ⊆ s n) → Tendsto (fun n => d (s n)) atTop (𝓝 (d (⋂ n, s n)))
s : Set α
_hs : s ∈ {s | MeasurableSet s}
⊢ μ s ≤ μ univ