Module: Mathlib.MeasureTheory.Integral.MeanInequalities

Goal state before:
pp: case hg
α : Type u_2
ι : Type u_3
inst✝ : MeasurableSpace α
μ : Measure α
f : ι → α → ℝ≥0∞
i₀ : ι
s : Finset ι
hi₀ : i₀ ∉ s
ih :
  (∀ i ∈ s, AEMeasurable (f i) μ) →
    ∀ {p : ι → ℝ},
      ∑ i ∈ s, p i = 1 →
        (∀ i ∈ s, 0 ≤ p i) → ∫⁻ (a : α), ∏ i ∈ s, f i a ^ p i ∂μ ≤ ∏ i ∈ s, (∫⁻ (a : α), f i a ∂μ) ^ p i
hf : ∀ i ∈ insert i₀ s, AEMeasurable (f i) μ
p : ι → ℝ
hp : ∑ i ∈ insert i₀ s, p i = 1
h2p : ∀ i ∈ insert i₀ s, 0 ≤ p i
h2i₀ : p i₀ ≠ 1
hpi₀ : 0 ≤ 1 - p i₀
h2pi₀ : 1 - p i₀ ≠ 0
q : ι → ℝ := ⋯
hq : ∑ i ∈ s, q i = 1
h2q : ∀ i ∈ s, 0 ≤ q i
⊢ AEMeasurable (fun a ↦ ∏ i ∈ s, f i a ^ q i) μ

pp: case hp
α : Type u_2
ι : Type u_3
inst✝ : MeasurableSpace α
μ : Measure α
f : ι → α → ℝ≥0∞
i₀ : ι
s : Finset ι
hi₀ : i₀ ∉ s
ih :
  (∀ i ∈ s, AEMeasurable (f i) μ) →
    ∀ {p : ι → ℝ},
      ∑ i ∈ s, p i = 1 →
        (∀ i ∈ s, 0 ≤ p i) → ∫⁻ (a : α), ∏ i ∈ s, f i a ^ p i ∂μ ≤ ∏ i ∈ s, (∫⁻ (a : α), f i a ∂μ) ^ p i
hf : ∀ i ∈ insert i₀ s, AEMeasurable (f i) μ
p : ι → ℝ
hp : ∑ i ∈ insert i₀ s, p i = 1
h2p : ∀ i ∈ insert i₀ s, 0 ≤ p i
h2i₀ : p i₀ ≠ 1
hpi₀ : 0 ≤ 1 - p i₀
h2pi₀ : 1 - p i₀ ≠ 0
q : ι → ℝ := ⋯
hq : ∑ i ∈ s, q i = 1
h2q : ∀ i ∈ s, 0 ≤ q i
⊢ 0 ≤ p i₀

pp: case hq
α : Type u_2
ι : Type u_3
inst✝ : MeasurableSpace α
μ : Measure α
f : ι → α → ℝ≥0∞
i₀ : ι
s : Finset ι
hi₀ : i₀ ∉ s
ih :
  (∀ i ∈ s, AEMeasurable (f i) μ) →
    ∀ {p : ι → ℝ},
      ∑ i ∈ s, p i = 1 →
        (∀ i ∈ s, 0 ≤ p i) → ∫⁻ (a : α), ∏ i ∈ s, f i a ^ p i ∂μ ≤ ∏ i ∈ s, (∫⁻ (a : α), f i a ∂μ) ^ p i
hf : ∀ i ∈ insert i₀ s, AEMeasurable (f i) μ
p : ι → ℝ
hp : ∑ i ∈ insert i₀ s, p i = 1
h2p : ∀ i ∈ insert i₀ s, 0 ≤ p i
h2i₀ : p i₀ ≠ 1
hpi₀ : 0 ≤ 1 - p i₀
h2pi₀ : 1 - p i₀ ≠ 0
q : ι → ℝ := ⋯
hq : ∑ i ∈ s, q i = 1
h2q : ∀ i ∈ s, 0 ≤ q i
⊢ 0 ≤ 1 - p i₀

pp: case hpq
α : Type u_2
ι : Type u_3
inst✝ : MeasurableSpace α
μ : Measure α
f : ι → α → ℝ≥0∞
i₀ : ι
s : Finset ι
hi₀ : i₀ ∉ s
ih :
  (∀ i ∈ s, AEMeasurable (f i) μ) →
    ∀ {p : ι → ℝ},
      ∑ i ∈ s, p i = 1 →
        (∀ i ∈ s, 0 ≤ p i) → ∫⁻ (a : α), ∏ i ∈ s, f i a ^ p i ∂μ ≤ ∏ i ∈ s, (∫⁻ (a : α), f i a ∂μ) ^ p i
hf : ∀ i ∈ insert i₀ s, AEMeasurable (f i) μ
p : ι → ℝ
hp : ∑ i ∈ insert i₀ s, p i = 1
h2p : ∀ i ∈ insert i₀ s, 0 ≤ p i
h2i₀ : p i₀ ≠ 1
hpi₀ : 0 ≤ 1 - p i₀
h2pi₀ : 1 - p i₀ ≠ 0
q : ι → ℝ := ⋯
hq : ∑ i ∈ s, q i = 1
h2q : ∀ i ∈ s, 0 ≤ q i
⊢ p i₀ + (1 - p i₀) = 1

Tactic:
· exact s.aemeasurable_fun_prod fun i hi ↦ (hf i <| mem_insert_of_mem hi).pow_const _

Goal state after:
case hp
α : Type u_2
ι : Type u_3
inst✝ : MeasurableSpace α
μ : Measure α
f : ι → α → ℝ≥0∞
i₀ : ι
s : Finset ι
hi₀ : i₀ ∉ s
ih :
  (∀ i ∈ s, AEMeasurable (f i) μ) →
    ∀ {p : ι → ℝ},
      ∑ i ∈ s, p i = 1 →
        (∀ i ∈ s, 0 ≤ p i) → ∫⁻ (a : α), ∏ i ∈ s, f i a ^ p i ∂μ ≤ ∏ i ∈ s, (∫⁻ (a : α), f i a ∂μ) ^ p i
hf : ∀ i ∈ insert i₀ s, AEMeasurable (f i) μ
p : ι → ℝ
hp : ∑ i ∈ insert i₀ s, p i = 1
h2p : ∀ i ∈ insert i₀ s, 0 ≤ p i
h2i₀ : p i₀ ≠ 1
hpi₀ : 0 ≤ 1 - p i₀
h2pi₀ : 1 - p i₀ ≠ 0
q : ι → ℝ := ⋯
hq : ∑ i ∈ s, q i = 1
h2q : ∀ i ∈ s, 0 ≤ q i
⊢ 0 ≤ p i₀

case hq
α : Type u_2
ι : Type u_3
inst✝ : MeasurableSpace α
μ : Measure α
f : ι → α → ℝ≥0∞
i₀ : ι
s : Finset ι
hi₀ : i₀ ∉ s
ih :
  (∀ i ∈ s, AEMeasurable (f i) μ) →
    ∀ {p : ι → ℝ},
      ∑ i ∈ s, p i = 1 →
        (∀ i ∈ s, 0 ≤ p i) → ∫⁻ (a : α), ∏ i ∈ s, f i a ^ p i ∂μ ≤ ∏ i ∈ s, (∫⁻ (a : α), f i a ∂μ) ^ p i
hf : ∀ i ∈ insert i₀ s, AEMeasurable (f i) μ
p : ι → ℝ
hp : ∑ i ∈ insert i₀ s, p i = 1
h2p : ∀ i ∈ insert i₀ s, 0 ≤ p i
h2i₀ : p i₀ ≠ 1
hpi₀ : 0 ≤ 1 - p i₀
h2pi₀ : 1 - p i₀ ≠ 0
q : ι → ℝ := ⋯
hq : ∑ i ∈ s, q i = 1
h2q : ∀ i ∈ s, 0 ≤ q i
⊢ 0 ≤ 1 - p i₀

case hpq
α : Type u_2
ι : Type u_3
inst✝ : MeasurableSpace α
μ : Measure α
f : ι → α → ℝ≥0∞
i₀ : ι
s : Finset ι
hi₀ : i₀ ∉ s
ih :
  (∀ i ∈ s, AEMeasurable (f i) μ) →
    ∀ {p : ι → ℝ},
      ∑ i ∈ s, p i = 1 →
        (∀ i ∈ s, 0 ≤ p i) → ∫⁻ (a : α), ∏ i ∈ s, f i a ^ p i ∂μ ≤ ∏ i ∈ s, (∫⁻ (a : α), f i a ∂μ) ^ p i
hf : ∀ i ∈ insert i₀ s, AEMeasurable (f i) μ
p : ι → ℝ
hp : ∑ i ∈ insert i₀ s, p i = 1
h2p : ∀ i ∈ insert i₀ s, 0 ≤ p i
h2i₀ : p i₀ ≠ 1
hpi₀ : 0 ≤ 1 - p i₀
h2pi₀ : 1 - p i₀ ≠ 0
q : ι → ℝ := ⋯
hq : ∑ i ∈ s, q i = 1
h2q : ∀ i ∈ s, 0 ≤ q i
⊢ p i₀ + (1 - p i₀) = 1