∀ {μ : ℝ} {v : NNReal},
  v ≠ 0 →
    ∀ {f : ℝ → ℝ},
      MeasurableEmbedding f →
        ∀ {f' : ℝ → ℝ},
          (∀ (x : ℝ), HasDerivAt f (f' x) x) →
            ∀ {s : Set ℝ},
              MeasurableSet s →
                (MeasureTheory.Measure.comap f (ProbabilityTheory.gaussianReal μ v)) s =
                  ENNReal.ofReal (∫ (x : ℝ) in s, |f' x| * ProbabilityTheory.gaussianPDFReal μ v (f x))