Module: Mathlib.Probability.ConditionalProbability

Goal state before:
pp: Ω : Type u_1
Ω' : Type u_2
m : MeasurableSpace Ω
m' : MeasurableSpace Ω'
μ : Measure Ω
s : Set Ω
i : Ω' → Ω
hi : MeasurableEmbedding i
hs : MeasurableSet s
t : Set Ω'
ht : MeasurableSet t
hi' : μ (range i)ᶜ = 0
⊢ (μ s)⁻¹ * μ (s ∩ i '' t) = ((comap i μ) (i ⁻¹' s))⁻¹ * (comap i μ) (i ⁻¹' s ∩ t)

pp: case hms
Ω : Type u_1
Ω' : Type u_2
m : MeasurableSpace Ω
m' : MeasurableSpace Ω'
μ : Measure Ω
s : Set Ω
i : Ω' → Ω
hi : MeasurableEmbedding i
hs : MeasurableSet s
t : Set Ω'
ht : MeasurableSet t
hi' : μ (range i)ᶜ = 0
⊢ MeasurableSet s

pp: case hfi
Ω : Type u_1
Ω' : Type u_2
m : MeasurableSpace Ω
m' : MeasurableSpace Ω'
μ : Measure Ω
s : Set Ω
i : Ω' → Ω
hi : MeasurableEmbedding i
hs : MeasurableSet s
t : Set Ω'
ht : MeasurableSet t
hi' : μ (range i)ᶜ = 0
⊢ Function.Injective i

pp: case hf
Ω : Type u_1
Ω' : Type u_2
m : MeasurableSpace Ω
m' : MeasurableSpace Ω'
μ : Measure Ω
s : Set Ω
i : Ω' → Ω
hi : MeasurableEmbedding i
hs : MeasurableSet s
t : Set Ω'
ht : MeasurableSet t
hi' : μ (range i)ᶜ = 0
⊢ ∀ (s : Set Ω'), MeasurableSet s → MeasurableSet (i '' s)

pp: case hs
Ω : Type u_1
Ω' : Type u_2
m : MeasurableSpace Ω
m' : MeasurableSpace Ω'
μ : Measure Ω
s : Set Ω
i : Ω' → Ω
hi : MeasurableEmbedding i
hs : MeasurableSet s
t : Set Ω'
ht : MeasurableSet t
hi' : μ (range i)ᶜ = 0
⊢ MeasurableSet t

pp: case hms
Ω : Type u_1
Ω' : Type u_2
m : MeasurableSpace Ω
m' : MeasurableSpace Ω'
μ : Measure Ω
s : Set Ω
i : Ω' → Ω
hi : MeasurableEmbedding i
hs : MeasurableSet s
t : Set Ω'
ht : MeasurableSet t
hi' : μ (range i)ᶜ = 0
⊢ MeasurableSet (i ⁻¹' s)

Tactic:
comap_apply,

Goal state after:
Ω : Type u_1
Ω' : Type u_2
m : MeasurableSpace Ω
m' : MeasurableSpace Ω'
μ : Measure Ω
s : Set Ω
i : Ω' → Ω
hi : MeasurableEmbedding i
hs : MeasurableSet s
t : Set Ω'
ht : MeasurableSet t
hi' : μ (range i)ᶜ = 0
⊢ (μ s)⁻¹ * μ (s ∩ i '' t) = (μ (i '' i ⁻¹' s))⁻¹ * (comap i μ) (i ⁻¹' s ∩ t)

case hfi
Ω : Type u_1
Ω' : Type u_2
m : MeasurableSpace Ω
m' : MeasurableSpace Ω'
μ : Measure Ω
s : Set Ω
i : Ω' → Ω
hi : MeasurableEmbedding i
hs : MeasurableSet s
t : Set Ω'
ht : MeasurableSet t
hi' : μ (range i)ᶜ = 0
⊢ Function.Injective i

case hf
Ω : Type u_1
Ω' : Type u_2
m : MeasurableSpace Ω
m' : MeasurableSpace Ω'
μ : Measure Ω
s : Set Ω
i : Ω' → Ω
hi : MeasurableEmbedding i
hs : MeasurableSet s
t : Set Ω'
ht : MeasurableSet t
hi' : μ (range i)ᶜ = 0
⊢ ∀ (s : Set Ω'), MeasurableSet s → MeasurableSet (i '' s)

case hs
Ω : Type u_1
Ω' : Type u_2
m : MeasurableSpace Ω
m' : MeasurableSpace Ω'
μ : Measure Ω
s : Set Ω
i : Ω' → Ω
hi : MeasurableEmbedding i
hs : MeasurableSet s
t : Set Ω'
ht : MeasurableSet t
hi' : μ (range i)ᶜ = 0
⊢ MeasurableSet (i ⁻¹' s)

case hms
Ω : Type u_1
Ω' : Type u_2
m : MeasurableSpace Ω
m' : MeasurableSpace Ω'
μ : Measure Ω
s : Set Ω
i : Ω' → Ω
hi : MeasurableEmbedding i
hs : MeasurableSet s
t : Set Ω'
ht : MeasurableSet t
hi' : μ (range i)ᶜ = 0
⊢ MeasurableSet s

case hfi
Ω : Type u_1
Ω' : Type u_2
m : MeasurableSpace Ω
m' : MeasurableSpace Ω'
μ : Measure Ω
s : Set Ω
i : Ω' → Ω
hi : MeasurableEmbedding i
hs : MeasurableSet s
t : Set Ω'
ht : MeasurableSet t
hi' : μ (range i)ᶜ = 0
⊢ Function.Injective i

case hf
Ω : Type u_1
Ω' : Type u_2
m : MeasurableSpace Ω
m' : MeasurableSpace Ω'
μ : Measure Ω
s : Set Ω
i : Ω' → Ω
hi : MeasurableEmbedding i
hs : MeasurableSet s
t : Set Ω'
ht : MeasurableSet t
hi' : μ (range i)ᶜ = 0
⊢ ∀ (s : Set Ω'), MeasurableSet s → MeasurableSet (i '' s)

case hs
Ω : Type u_1
Ω' : Type u_2
m : MeasurableSpace Ω
m' : MeasurableSpace Ω'
μ : Measure Ω
s : Set Ω
i : Ω' → Ω
hi : MeasurableEmbedding i
hs : MeasurableSet s
t : Set Ω'
ht : MeasurableSet t
hi' : μ (range i)ᶜ = 0
⊢ MeasurableSet t

case hms
Ω : Type u_1
Ω' : Type u_2
m : MeasurableSpace Ω
m' : MeasurableSpace Ω'
μ : Measure Ω
s : Set Ω
i : Ω' → Ω
hi : MeasurableEmbedding i
hs : MeasurableSet s
t : Set Ω'
ht : MeasurableSet t
hi' : μ (range i)ᶜ = 0
⊢ MeasurableSet (i ⁻¹' s)