import Mathlib
import FoML


open MeasureTheory Filter Finset Real

open scoped MeasureTheory ProbabilityTheory ENNReal NNReal

theorem extracted_formal_statement_126.{u_1} {Ω : Type u_1} {m : MeasurableSpace Ω} {μ : Measure Ω}
  [inst : IsFiniteMeasure μ] [inst_1 : NeZero μ] (a b : ℝ) {X : Ω → ℝ} (hX : AEMeasurable X μ)
  (h : ∀ᵐ (ω : Ω) ∂μ, X ω ∈ Set.Icc a b) (t : ℝ)
  (r0 :
    (fun t => ∫ (x : Ω), X x ∂μ.tilted fun ω => t * X ω) = fun t =>
      (∫ (x : Ω), rexp (t * X x) * X x ∂μ) / ∫ (x : Ω), rexp (t * X x) ∂μ)
  (r01 :
    (∫ (x : Ω), X x ∂μ.tilted fun ω => t * X ω) = (∫ (x : Ω), rexp (t * X x) * X x ∂μ) / ∫ (x : Ω), rexp (t * X x) ∂μ)
  (r0' :
    (∫ (x : Ω), X x ^ 2 ∂μ.tilted fun ω => t * X ω) =
      (∫ (x : Ω), rexp (t * X x) * X x ^ 2 ∂μ) / ∫ (x : Ω), rexp (t * X x) ∂μ)
  (p :
    (∫ (x : Ω), (fun ω => rexp (t * X ω) * X ω ^ 2) x ∂μ) / ∫ (x : Ω), (fun ω => rexp (t * X ω)) x ∂μ =
      ((∫ (x : Ω), (fun ω => rexp (t * X ω) * X ω ^ 2) x ∂μ) * ∫ (x : Ω), (fun ω => rexp (t * X ω)) x ∂μ) /
        ((∫ (x : Ω), (fun ω => rexp (t * X ω)) x ∂μ) * ∫ (x : Ω), (fun ω => rexp (t * X ω)) x ∂μ))
  (p'' :
    ((∫ (x : Ω), (fun ω => rexp (t * X ω) * X ω ^ 2) x ∂μ) * ∫ (x : Ω), (fun ω => rexp (t * X ω)) x ∂μ) /
          (∫ (x : Ω), (fun ω => rexp (t * X ω)) x ∂μ) ^ 2 -
        (∫ (x : Ω), (fun ω => rexp (t * X ω) * X ω) x ∂μ) ^ 2 / (∫ (x : Ω), (fun ω => rexp (t * X ω)) x ∂μ) ^ 2 =
      ((∫ (x : Ω), (fun ω => rexp (t * X ω) * X ω ^ 2) x ∂μ) * mgf X μ t -
          (∫ (x : Ω), (fun ω => rexp (t * X ω) * X ω) x ∂μ) * ∫ (x : Ω), (fun ω => rexp (t * X ω) * X ω) x ∂μ) /
        mgf X μ t ^ 2) :
  HasDerivAt (fun y => ∫ (x : Ω), rexp (y * X x) ∂μ) (∫ (x : Ω), (fun ω => rexp (t * X ω) * X ω) x ∂μ) t := sorry

Tactic state before:
case hd
Ω : Type u_1
m : MeasurableSpace Ω
μ : Measure Ω
inst✝¹ : IsFiniteMeasure μ
inst✝ : NeZero μ
a b : ℝ
X : Ω → ℝ
hX : AEMeasurable X μ
h : ∀ᵐ (ω : Ω) ∂μ, X ω ∈ Set.Icc a b
g' : ℝ → ℝ := fun t => ∫ (x : Ω), X x ∂μ.tilted fun ω => t * X ω
g'' : ℝ → ℝ :=
  fun t => (∫ (x : Ω), (X ^ 2) x ∂μ.tilted fun ω => t * X ω) - (∫ (x : Ω), X x ∂μ.tilted fun ω => t * X ω) ^ 2
t : ℝ
r0 :
  (fun t => ∫ (x : Ω), X x ∂μ.tilted fun ω => t * X ω) = fun t =>
    (∫ (x : Ω), rexp (t * X x) * X x ∂μ) / ∫ (x : Ω), rexp (t * X x) ∂μ
r01 : (∫ (x : Ω), X x ∂μ.tilted fun ω => t * X ω) = (∫ (x : Ω), rexp (t * X x) * X x ∂μ) / ∫ (x : Ω), rexp (t * X x) ∂μ
r0' :
  (∫ (x : Ω), X x ^ 2 ∂μ.tilted fun ω => t * X ω) =
    (∫ (x : Ω), rexp (t * X x) * X x ^ 2 ∂μ) / ∫ (x : Ω), rexp (t * X x) ∂μ
p :
  (∫ (x : Ω), (fun ω => rexp (t * X ω) * X ω ^ 2) x ∂μ) / ∫ (x : Ω), (fun ω => rexp (t * X ω)) x ∂μ =
    ((∫ (x : Ω), (fun ω => rexp (t * X ω) * X ω ^ 2) x ∂μ) * ∫ (x : Ω), (fun ω => rexp (t * X ω)) x ∂μ) /
      ((∫ (x : Ω), (fun ω => rexp (t * X ω)) x ∂μ) * ∫ (x : Ω), (fun ω => rexp (t * X ω)) x ∂μ)
p'' :
  ((∫ (x : Ω), (fun ω => rexp (t * X ω) * X ω ^ 2) x ∂μ) * ∫ (x : Ω), (fun ω => rexp (t * X ω)) x ∂μ) /
        (∫ (x : Ω), (fun ω => rexp (t * X ω)) x ∂μ) ^ 2 -
      (∫ (x : Ω), (fun ω => rexp (t * X ω) * X ω) x ∂μ) ^ 2 / (∫ (x : Ω), (fun ω => rexp (t * X ω)) x ∂μ) ^ 2 =
    ((∫ (x : Ω), (fun ω => rexp (t * X ω) * X ω ^ 2) x ∂μ) * mgf X μ t -
        (∫ (x : Ω), (fun ω => rexp (t * X ω) * X ω) x ∂μ) * ∫ (x : Ω), (fun ω => rexp (t * X ω) * X ω) x ∂μ) /
      mgf X μ t ^ 2
⊢ HasDerivAt (fun y => ∫ (x : Ω), rexp (y * X x) ∂μ) (∫ (x : Ω), (fun ω => rexp (t * X ω) * X ω) x ∂μ) t

Tactic:
apply (tilt_first_deriv _ _ _ hX h) (integrable_deriv_expt t a b hX h)

Tactic state after: