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feat: generalize some lemmas using
withDensity_apply'
(#8383)
@sgouezel added a version of `withDensity_apply` that does not require measurability of the set if the measure is s-finite. This PR uses that result in other files of the library. For results about `rnDeriv`, I put a prime on the version that assumes measurability of the set and no prime on the version for s-finite measures, as the second one should be the main use case. Co-authored-by: sgouezel <sebastien.gouezel@univ-rennes1.fr> Co-authored-by: RemyDegenne <Remydegenne@gmail.com>
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