Module: Mathlib.Probability.Independence.Conditional

Goal state before:
pp: Ω : Type u_1
β : Type u_3
β' : Type u_4
mΩ : MeasurableSpace Ω
inst✝⁵ : StandardBorelSpace Ω
μ : Measure Ω
inst✝⁴ : IsFiniteMeasure μ
f : Ω → β
g : Ω → β'
γ : Type u_5
mγ : MeasurableSpace γ
mβ : MeasurableSpace β
mβ' : MeasurableSpace β'
inst✝³ : StandardBorelSpace β
inst✝² : Nonempty β
inst✝¹ : StandardBorelSpace β'
inst✝ : Nonempty β'
hf : Measurable f
hg : Measurable g
k : Ω → γ
hk : Measurable k
hk_meas : ∀ {s : Set γ}, MeasurableSet s → MeasurableSet (k ⁻¹' s)
h_left :
  ∀ {s : Set γ} {t : Set β} {u : Set β'},
    MeasurableSet s →
      MeasurableSet t →
        MeasurableSet u →
          (Measure.map (fun ω ↦ (k ω, f ω, g ω)) μ) (s ×ˢ t ×ˢ u) =
            (Measure.map (fun ω ↦ (ω, f ω, g ω)) μ) ((k ⁻¹' s) ×ˢ t ×ˢ u)
s : Set γ
t : Set β
u : Set β'
hs : MeasurableSet s
ht : MeasurableSet t
hu : MeasurableSet u
⊢ (⇑(Kernel.id ×ₖ (condDistrib f k μ ×ₖ condDistrib g k μ)) ∘ₘ Measure.map k μ) (s ×ˢ t ×ˢ u) =
    (⇑(Kernel.id ×ₖ
            ((condExpKernel μ (MeasurableSpace.comap k mγ)).map f ×ₖ
              (condExpKernel μ (MeasurableSpace.comap k mγ)).map g)) ∘ₘ
        μ.trim ⋯)
      ((k ⁻¹' s) ×ˢ t ×ˢ u)

Tactic:
rw [Measure.bind_apply ((hk_meas hs).prod (ht.prod hu)) (by fun_prop),
      Measure.bind_apply (hs.prod (ht.prod hu)) (by fun_prop), lintegral_map ?_ (by fun_prop),
      lintegral_trim]

Goal state after:
Ω : Type u_1
β : Type u_3
β' : Type u_4
mΩ : MeasurableSpace Ω
inst✝⁵ : StandardBorelSpace Ω
μ : Measure Ω
inst✝⁴ : IsFiniteMeasure μ
f : Ω → β
g : Ω → β'
γ : Type u_5
mγ : MeasurableSpace γ
mβ : MeasurableSpace β
mβ' : MeasurableSpace β'
inst✝³ : StandardBorelSpace β
inst✝² : Nonempty β
inst✝¹ : StandardBorelSpace β'
inst✝ : Nonempty β'
hf : Measurable f
hg : Measurable g
k : Ω → γ
hk : Measurable k
hk_meas : ∀ {s : Set γ}, MeasurableSet s → MeasurableSet (k ⁻¹' s)
h_left :
  ∀ {s : Set γ} {t : Set β} {u : Set β'},
    MeasurableSet s →
      MeasurableSet t →
        MeasurableSet u →
          (Measure.map (fun ω ↦ (k ω, f ω, g ω)) μ) (s ×ˢ t ×ˢ u) =
            (Measure.map (fun ω ↦ (ω, f ω, g ω)) μ) ((k ⁻¹' s) ×ˢ t ×ˢ u)
s : Set γ
t : Set β
u : Set β'
hs : MeasurableSet s
ht : MeasurableSet t
hu : MeasurableSet u
⊢ ∫⁻ (a : Ω), ((Kernel.id ×ₖ (condDistrib f k μ ×ₖ condDistrib g k μ)) (k a)) (s ×ˢ t ×ˢ u) ∂μ =
    ∫⁻ (a : Ω),
      ((Kernel.id ×ₖ
            ((condExpKernel μ (MeasurableSpace.comap k mγ)).map f ×ₖ
              (condExpKernel μ (MeasurableSpace.comap k mγ)).map g))
          a)
        ((k ⁻¹' s) ×ˢ t ×ˢ u) ∂μ

case hf
Ω : Type u_1
β : Type u_3
β' : Type u_4
mΩ : MeasurableSpace Ω
inst✝⁵ : StandardBorelSpace Ω
μ : Measure Ω
inst✝⁴ : IsFiniteMeasure μ
f : Ω → β
g : Ω → β'
γ : Type u_5
mγ : MeasurableSpace γ
mβ : MeasurableSpace β
mβ' : MeasurableSpace β'
inst✝³ : StandardBorelSpace β
inst✝² : Nonempty β
inst✝¹ : StandardBorelSpace β'
inst✝ : Nonempty β'
hf : Measurable f
hg : Measurable g
k : Ω → γ
hk : Measurable k
hk_meas : ∀ {s : Set γ}, MeasurableSet s → MeasurableSet (k ⁻¹' s)
h_left :
  ∀ {s : Set γ} {t : Set β} {u : Set β'},
    MeasurableSet s →
      MeasurableSet t →
        MeasurableSet u →
          (Measure.map (fun ω ↦ (k ω, f ω, g ω)) μ) (s ×ˢ t ×ˢ u) =
            (Measure.map (fun ω ↦ (ω, f ω, g ω)) μ) ((k ⁻¹' s) ×ˢ t ×ˢ u)
s : Set γ
t : Set β
u : Set β'
hs : MeasurableSet s
ht : MeasurableSet t
hu : MeasurableSet u
⊢ Measurable fun a ↦
    ((Kernel.id ×ₖ
          ((condExpKernel μ (MeasurableSpace.comap k mγ)).map f ×ₖ
            (condExpKernel μ (MeasurableSpace.comap k mγ)).map g))
        a)
      ((k ⁻¹' s) ×ˢ t ×ˢ u)

Ω : Type u_1
β : Type u_3
β' : Type u_4
mΩ : MeasurableSpace Ω
inst✝⁵ : StandardBorelSpace Ω
μ : Measure Ω
inst✝⁴ : IsFiniteMeasure μ
f : Ω → β
g : Ω → β'
γ : Type u_5
mγ : MeasurableSpace γ
mβ : MeasurableSpace β
mβ' : MeasurableSpace β'
inst✝³ : StandardBorelSpace β
inst✝² : Nonempty β
inst✝¹ : StandardBorelSpace β'
inst✝ : Nonempty β'
hf : Measurable f
hg : Measurable g
k : Ω → γ
hk : Measurable k
hk_meas : ∀ {s : Set γ}, MeasurableSet s → MeasurableSet (k ⁻¹' s)
h_left :
  ∀ {s : Set γ} {t : Set β} {u : Set β'},
    MeasurableSet s →
      MeasurableSet t →
        MeasurableSet u →
          (Measure.map (fun ω ↦ (k ω, f ω, g ω)) μ) (s ×ˢ t ×ˢ u) =
            (Measure.map (fun ω ↦ (ω, f ω, g ω)) μ) ((k ⁻¹' s) ×ˢ t ×ˢ u)
s : Set γ
t : Set β
u : Set β'
hs : MeasurableSet s
ht : MeasurableSet t
hu : MeasurableSet u
⊢ Measurable fun a ↦ ((Kernel.id ×ₖ (condDistrib f k μ ×ₖ condDistrib g k μ)) a) (s ×ˢ t ×ˢ u)