Module: Mathlib.Probability.Independence.Kernel.IndepFun

Goal state before:
pp: case inr
α : Type u_1
Ω : Type u_2
ι : Type u_3
mα : MeasurableSpace α
mΩ : MeasurableSpace Ω
κ : Kernel α Ω
μ : Measure α
β : ι → Type u_8
m : (i : ι) → MeasurableSpace (β i)
f : (i : ι) → Ω → β i
S T : Finset ι
hST : Disjoint S T
hf_Indep : iIndepFun f κ μ
hf_meas : ∀ (i : ι), Measurable (f i)
hμ : μ ≠ 0
η : Kernel α Ω
η_eq : ⇑κ =ᵐ[μ] ⇑η
hη : IsMarkovKernel η
πSβ : Set (Set ((i : ↥S) → β ↑i)) := univ.pi '' univ.pi fun i ↦ {s | MeasurableSet s}
πS : Set (Set Ω) := {s | ∃ t ∈ πSβ, (fun a i ↦ f (↑i) a) ⁻¹' t = s}
hπS_pi : IsPiSystem πS
hπS_gen : MeasurableSpace.comap (fun a i ↦ f (↑i) a) MeasurableSpace.pi = generateFrom πS
πTβ : Set (Set ((i : ↥T) → β ↑i)) := univ.pi '' univ.pi fun i ↦ {s | MeasurableSet s}
πT : Set (Set Ω) := {s | ∃ t ∈ πTβ, (fun a i ↦ f (↑i) a) ⁻¹' t = s}
hπT_pi : IsPiSystem πT
hπT_gen : MeasurableSpace.comap (fun a i ↦ f (↑i) a) MeasurableSpace.pi = generateFrom πT
s : Set ((i : ↥S) → β ↑i)
sets_s : (i : ↥S) → Set (β ↑i)
hs2 : univ.pi sets_s = s
t : Set ((i : ↥T) → β ↑i)
sets_t : (i : ↥T) → Set (β ↑i)
ht2 : univ.pi sets_t = t
hs1 : ∀ (i : ↥S), MeasurableSet (sets_s i)
ht1 : ∀ (i : ↥T), MeasurableSet (sets_t i)
sets_s' : (i : ι) → Set (β i) := fun i ↦ if hi : i ∈ S then sets_s ⟨i, hi⟩ else univ
h_sets_s'_eq : ∀ {i : ι} (hi : i ∈ S), sets_s' i = sets_s ⟨i, hi⟩
h_sets_s'_univ : ∀ {i : ι}, i ∈ T → sets_s' i = univ
sets_t' : (i : ι) → Set (β i) := fun i ↦ if hi : i ∈ T then sets_t ⟨i, hi⟩ else univ
h_sets_t'_univ : ∀ {i : ι}, i ∈ S → sets_t' i = univ
h_meas_s' : ∀ i ∈ S, MeasurableSet (sets_s' i)
h_meas_t' : ∀ i ∈ T, MeasurableSet (sets_t' i)
h_eq_inter_S : (fun ω i ↦ f (↑i) ω) ⁻¹' univ.pi sets_s = ⋂ i ∈ S, f i ⁻¹' sets_s' i
⊢ ∀ᵐ (a : α) ∂μ,
    (η a) ((fun a i ↦ f (↑i) a) ⁻¹' univ.pi sets_s ∩ (fun a i ↦ f (↑i) a) ⁻¹' univ.pi sets_t) =
      (η a) ((fun a i ↦ f (↑i) a) ⁻¹' univ.pi sets_s) * (η a) ((fun a i ↦ f (↑i) a) ⁻¹' univ.pi sets_t)

Tactic:
have h_eq_inter_T : (fun (ω : Ω) (i : ↥T) => f (↑i) ω) ⁻¹' Set.pi Set.univ sets_t
    = ⋂ i ∈ T, f i ⁻¹' sets_t' i := by
    ext1 x
    simp only [Set.mem_preimage, Set.mem_univ_pi, Set.mem_iInter]
    constructor <;> intro h
    · intro i hi; simp_rw [sets_t', dif_pos hi]; exact h ⟨i, hi⟩
    · rintro ⟨i, hi⟩; specialize h i hi; simp_rw [sets_t', dif_pos hi] at h; exact h

Goal state after:
case inr
α : Type u_1
Ω : Type u_2
ι : Type u_3
mα : MeasurableSpace α
mΩ : MeasurableSpace Ω
κ : Kernel α Ω
μ : Measure α
β : ι → Type u_8
m : (i : ι) → MeasurableSpace (β i)
f : (i : ι) → Ω → β i
S T : Finset ι
hST : Disjoint S T
hf_Indep : iIndepFun f κ μ
hf_meas : ∀ (i : ι), Measurable (f i)
hμ : μ ≠ 0
η : Kernel α Ω
η_eq : ⇑κ =ᵐ[μ] ⇑η
hη : IsMarkovKernel η
πSβ : Set (Set ((i : ↥S) → β ↑i)) := univ.pi '' univ.pi fun i ↦ {s | MeasurableSet s}
πS : Set (Set Ω) := {s | ∃ t ∈ πSβ, (fun a i ↦ f (↑i) a) ⁻¹' t = s}
hπS_pi : IsPiSystem πS
hπS_gen : MeasurableSpace.comap (fun a i ↦ f (↑i) a) MeasurableSpace.pi = generateFrom πS
πTβ : Set (Set ((i : ↥T) → β ↑i)) := univ.pi '' univ.pi fun i ↦ {s | MeasurableSet s}
πT : Set (Set Ω) := {s | ∃ t ∈ πTβ, (fun a i ↦ f (↑i) a) ⁻¹' t = s}
hπT_pi : IsPiSystem πT
hπT_gen : MeasurableSpace.comap (fun a i ↦ f (↑i) a) MeasurableSpace.pi = generateFrom πT
s : Set ((i : ↥S) → β ↑i)
sets_s : (i : ↥S) → Set (β ↑i)
hs2 : univ.pi sets_s = s
t : Set ((i : ↥T) → β ↑i)
sets_t : (i : ↥T) → Set (β ↑i)
ht2 : univ.pi sets_t = t
hs1 : ∀ (i : ↥S), MeasurableSet (sets_s i)
ht1 : ∀ (i : ↥T), MeasurableSet (sets_t i)
sets_s' : (i : ι) → Set (β i) := fun i ↦ if hi : i ∈ S then sets_s ⟨i, hi⟩ else univ
h_sets_s'_eq : ∀ {i : ι} (hi : i ∈ S), sets_s' i = sets_s ⟨i, hi⟩
h_sets_s'_univ : ∀ {i : ι}, i ∈ T → sets_s' i = univ
sets_t' : (i : ι) → Set (β i) := fun i ↦ if hi : i ∈ T then sets_t ⟨i, hi⟩ else univ
h_sets_t'_univ : ∀ {i : ι}, i ∈ S → sets_t' i = univ
h_meas_s' : ∀ i ∈ S, MeasurableSet (sets_s' i)
h_meas_t' : ∀ i ∈ T, MeasurableSet (sets_t' i)
h_eq_inter_S : (fun ω i ↦ f (↑i) ω) ⁻¹' univ.pi sets_s = ⋂ i ∈ S, f i ⁻¹' sets_s' i
h_eq_inter_T : (fun ω i ↦ f (↑i) ω) ⁻¹' univ.pi sets_t = ⋂ i ∈ T, f i ⁻¹' sets_t' i
⊢ ∀ᵐ (a : α) ∂μ,
    (η a) ((fun a i ↦ f (↑i) a) ⁻¹' univ.pi sets_s ∩ (fun a i ↦ f (↑i) a) ⁻¹' univ.pi sets_t) =
      (η a) ((fun a i ↦ f (↑i) a) ⁻¹' univ.pi sets_s) * (η a) ((fun a i ↦ f (↑i) a) ⁻¹' univ.pi sets_t)