[proofplan]
We work in a local gauge determined by a section $\sigma:U\to P$, where sections of the associated vector bundle $E|_U$ become $V$-valued functions and the induced covariant derivative is the first-order operator $X+d\rho(A(X))$, with $A:=\sigma^*\omega$. We restrict the global vector fields $X,Y\in\mathfrak X(M)$ to $U$, write these restrictions again as $X,Y$, and expand the curvature commutator on an arbitrary $V$-valued function $u:U\to V$. The terms involving second derivatives and the Lie bracket $[X,Y]$ cancel, leaving exactly the [exterior derivative](/theorems/1525) contribution $dA(X,Y)$ and the commutator contribution $[A(X),A(Y)]$. After defining the local curvature form $F_A:=dA+\frac{1}{2}[A\wedge A]$, the result follows from the identity $F_A=\sigma^*F_\omega$ and from the fact that $d\rho$ is a Lie algebra representation.
[/proofplan]
[step:Write the induced covariant derivative in a local gauge]
Fix an [open set](/page/Open%20Set) $U\subset M$ and a smooth local section $\sigma:U\to P$. In this local computation, replace the global vector fields $X,Y\in\mathfrak X(M)$ by their restrictions to $U$ and denote the restrictions again by $X,Y$. Define the local connection form
\begin{align*}
A:=\sigma^*\omega\in\Omega^1(U;\mathfrak g).
\end{align*}
We use the associated-bundle convention
\begin{align*}
[p,v]=[pg,\rho(g)^{-1}v]
\end{align*}
for $p\in P$, $v\in V$, and $g\in G$. With this convention, the section $\sigma$ determines the vector bundle trivialization $E|_U\cong U\times V$ in which a section has the form $s(x)=[\sigma(x),u(x)]$ for a smooth map
\begin{align*}
u:U\to V.
\end{align*}
Let $\pi:P|_U\to U$ denote the restricted principal bundle projection. Let $f_s:P|_U\to V$ be the smooth equivariant representative of $s$, defined by the condition $s(\pi(p))=[p,f_s(p)]$. The displayed associated-bundle convention implies
\begin{align*}
f_s(pg)=\rho(g)^{-1}f_s(p)
\end{align*}
for $p\in P|_U$ and $g\in G$. For $a\in\mathfrak g$, define the fundamental vertical vector field $a^\#\in\mathfrak X(P)$ by
\begin{align*}
a^\#_p=\frac{d}{dt}\bigg|_{t=0}p\exp(ta)
\end{align*}
for $p\in P$. Hence
\begin{align*}
a^\# f_s=-d\rho(a)f_s.
\end{align*}
For $Z\in\mathfrak X(U)$, the horizontal lift of $Z_x$ at $\sigma(x)$ is
\begin{align*}
d\sigma_x(Z_x)-A(Z)(x)^\#_{\sigma(x)},
\end{align*}
because $\omega(d\sigma_x(Z_x))=A(Z)(x)$ and $\omega(A(Z)(x)^\#)=A(Z)(x)$. The induced connection on $E=P\times_\rho V$ is defined by differentiating the equivariant representative $f_s$ along the horizontal lift determined by $\omega$. Therefore the induced covariant derivative $\nabla_Zs$ is represented by the smooth map $D_Zu:U\to V$ defined by
\begin{align*}
D_Zu=Z(u)+d\rho(A(Z))u.
\end{align*}
Here $A(Z):U\to\mathfrak g$ is the smooth function obtained by evaluating the $\mathfrak g$-valued $1$-form $A$ on $Z$, and $d\rho(A(Z)):U\to\mathfrak{gl}(V)$ is the smooth endomorphism-valued function acting pointwise on $u$. The sign in this formula is fixed by the displayed [equivalence relation](/page/Equivalence%20Relation) for $P\times_\rho V$.
[guided]
The point of choosing the local section $\sigma:U\to P$ is that it turns the associated bundle into a product over $U$. Define the local connection form
\begin{align*}
A:=\sigma^*\omega\in\Omega^1(U;\mathfrak g).
\end{align*}
Using the convention
\begin{align*}
[p,v]=[pg,\rho(g)^{-1}v],
\end{align*}
a section of $E|_U$ is written uniquely in this gauge as $s(x)=[\sigma(x),u(x)]$ for a smooth map $u:U\to V$.
Let $\pi:P|_U\to U$ denote the restricted principal bundle projection. Let $f_s:P|_U\to V$ be the equivariant representative of $s$, defined by $s(\pi(p))=[p,f_s(p)]$. The equivalence relation gives
\begin{align*}
f_s(pg)=\rho(g)^{-1}f_s(p).
\end{align*}
For $a\in\mathfrak g$, define the fundamental vertical vector field $a^\#\in\mathfrak X(P)$ by
\begin{align*}
a^\#_p=\frac{d}{dt}\bigg|_{t=0}p\exp(ta)
\end{align*}
for $p\in P$. Differentiating the equivariance identity at $g=\exp(ta)$ shows that
\begin{align*}
a^\# f_s=-d\rho(a)f_s.
\end{align*}
The minus sign comes from the inverse representation $\rho(g)^{-1}$ in the chosen associated-bundle convention.
Now fix $Z\in\mathfrak X(U)$ and $x\in U$. The induced connection on the associated bundle is defined by taking the derivative of the equivariant representative $f_s$ in the horizontal direction determined by the principal connection $\omega$. Since $A=\sigma^*\omega$, we have $\omega(d\sigma_x(Z_x))=A(Z)(x)$. The vector
\begin{align*}
d\sigma_x(Z_x)-A(Z)(x)^\#_{\sigma(x)}
\end{align*}
is horizontal because applying $\omega$ gives $A(Z)(x)-A(Z)(x)=0$, and it projects to $Z_x$ because vertical fundamental vectors project to zero. Therefore this vector is the horizontal lift of $Z_x$ at $\sigma(x)$.
The induced covariant derivative is obtained by differentiating the equivariant representative along this horizontal lift. Hence the local representative of $\nabla_Zs$ is
\begin{align*}
Z(u)-A(Z)^\# f_s.
\end{align*}
Using the vertical derivative identity $a^\# f_s=-d\rho(a)f_s$ with $a=A(Z)(x)$ gives
\begin{align*}
D_Zu=Z(u)+d\rho(A(Z))u.
\end{align*}
Thus, in the gauge determined by $\sigma$, the induced covariant derivative is the ordinary directional derivative corrected by the endomorphism-valued coefficient $d\rho(A(Z))$.
[/guided]
[/step]
[step:Expand the curvature commutator on a local representative]
Let
\begin{align*}
B_Z:U\to\mathfrak{gl}(V)
\end{align*}
denote the smooth endomorphism-valued function
\begin{align*}
B_Z:=d\rho(A(Z)).
\end{align*}
Thus $D_Zu=Z(u)+B_Zu$. For $X,Y\in\mathfrak X(U)$, compute
\begin{align*}
D_XD_Yu=X(Y(u))+X(B_Yu)+B_XY(u)+B_XB_Yu.
\end{align*}
Using the product rule for the derivative of the $V$-valued function $B_Yu$, this becomes
\begin{align*}
D_XD_Yu=X(Y(u))+(X B_Y)u+B_YX(u)+B_XY(u)+B_XB_Yu.
\end{align*}
Similarly,
\begin{align*}
D_YD_Xu=Y(X(u))+(Y B_X)u+B_XY(u)+B_YX(u)+B_YB_Xu.
\end{align*}
Also,
\begin{align*}
D_{[X,Y]}u=[X,Y](u)+B_{[X,Y]}u.
\end{align*}
Subtracting the last two displayed expressions from the first gives
\begin{align*}
(D_XD_Y-D_YD_X-D_{[X,Y]})u=\bigl(XB_Y-YB_X-B_{[X,Y]}+B_XB_Y-B_YB_X\bigr)u.
\end{align*}
[guided]
The local operator $D_Z$ has two parts: the ordinary directional derivative $Z$ and the connection correction $B_Z=d\rho(A(Z))$. To find the curvature, we must compute the commutator of these first-order operators and then subtract the correction coming from the Lie bracket of vector fields.
Define
\begin{align*}
B_Z:U\to\mathfrak{gl}(V)
\end{align*}
by
\begin{align*}
B_Z=d\rho(A(Z)).
\end{align*}
Then the local formula for the induced covariant derivative is
\begin{align*}
D_Zu=Z(u)+B_Zu.
\end{align*}
We first apply $D_X$ to $D_Yu$. Since $D_Yu=Y(u)+B_Yu$, we get
\begin{align*}
D_XD_Yu=X(Y(u)+B_Yu)+B_X(Y(u)+B_Yu).
\end{align*}
Expanding and using the product rule on $X(B_Yu)$ gives
\begin{align*}
D_XD_Yu=X(Y(u))+(X B_Y)u+B_YX(u)+B_XY(u)+B_XB_Yu.
\end{align*}
The same computation with $X$ and $Y$ interchanged gives
\begin{align*}
D_YD_Xu=Y(X(u))+(Y B_X)u+B_XY(u)+B_YX(u)+B_YB_Xu.
\end{align*}
Finally, the covariant derivative in the bracket direction is
\begin{align*}
D_{[X,Y]}u=[X,Y](u)+B_{[X,Y]}u.
\end{align*}
Now subtract. The pure second-order part cancels because the Lie bracket of vector fields is defined by
\begin{align*}
[X,Y](u)=X(Y(u))-Y(X(u)).
\end{align*}
The mixed first-order terms $B_YX(u)$ and $B_XY(u)$ also cancel with their counterparts in the reversed expression. Therefore the only surviving terms are the derivatives of the connection coefficients and the commutator of the endomorphism coefficients:
\begin{align*}
(D_XD_Y-D_YD_X-D_{[X,Y]})u=\bigl(XB_Y-YB_X-B_{[X,Y]}+B_XB_Y-B_YB_X\bigr)u.
\end{align*}
This is the algebraic heart of the curvature computation: curvature measures exactly the failure of the connection-corrected directional derivatives to commute after the ordinary vector-field commutator has been removed.
[/guided]
[/step]
[step:Identify the derivative terms with $d\rho(dA(X,Y))$]
Because $d\rho:\mathfrak g\to\mathfrak{gl}(V)$ is linear and constant on the base manifold $U$, differentiating $B_Y=d\rho(A(Y))$ along $X$ gives
\begin{align*}
XB_Y=d\rho(X(A(Y))).
\end{align*}
Likewise,
\begin{align*}
YB_X=d\rho(Y(A(X))).
\end{align*}
Also,
\begin{align*}
B_{[X,Y]}=d\rho(A([X,Y])).
\end{align*}
By the definition of the exterior derivative of a $\mathfrak g$-valued $1$-form,
\begin{align*}
dA(X,Y)=X(A(Y))-Y(A(X))-A([X,Y]).
\end{align*}
Therefore
\begin{align*}
XB_Y-YB_X-B_{[X,Y]}=d\rho(dA(X,Y)).
\end{align*}
[guided]
We now identify the first three surviving terms from the commutator calculation. The function $B_Y:U\to\mathfrak{gl}(V)$ was defined by $B_Y=d\rho(A(Y))$, where $A(Y):U\to\mathfrak g$ is the evaluation of the local connection form on $Y$. Since $d\rho:\mathfrak g\to\mathfrak{gl}(V)$ is a fixed [linear map](/page/Linear%20Map) between finite-dimensional vector spaces, differentiating through it along $X$ gives
\begin{align*}
XB_Y=d\rho(X(A(Y))).
\end{align*}
The same reasoning with $X$ and $Y$ interchanged gives
\begin{align*}
YB_X=d\rho(Y(A(X))).
\end{align*}
The bracket-direction coefficient is also obtained by the same definition:
\begin{align*}
B_{[X,Y]}=d\rho(A([X,Y])).
\end{align*}
The exterior derivative of the $\mathfrak g$-valued $1$-form $A$ is characterized on vector fields by
\begin{align*}
dA(X,Y)=X(A(Y))-Y(A(X))-A([X,Y]).
\end{align*}
Substituting the three displayed identities into this formula and using linearity of $d\rho$ gives
\begin{align*}
XB_Y-YB_X-B_{[X,Y]}=d\rho(dA(X,Y)).
\end{align*}
This explains why the derivative part of the curvature commutator is exactly the exterior-derivative part of the local curvature form.
[/guided]
[/step]
[step:Identify the product terms with the bracket part of the curvature]
Since $\rho:G\to GL(V)$ is a smooth representation, its derivative
\begin{align*}
d\rho:\mathfrak g\to\mathfrak{gl}(V)
\end{align*}
is a Lie algebra homomorphism. Hence, for every $a,b\in\mathfrak g$,
\begin{align*}
[d\rho(a),d\rho(b)]_{\mathfrak{gl}(V)}=d\rho([a,b]_{\mathfrak g}).
\end{align*}
Applying this pointwise with $a=A(X)(x)$ and $b=A(Y)(x)$ gives
\begin{align*}
B_XB_Y-B_YB_X=d\rho([A(X),A(Y)]_{\mathfrak g}).
\end{align*}
The bracket wedge product of the $\mathfrak g$-valued $1$-form $A$ satisfies
\begin{align*}
\frac{1}{2}[A\wedge A](X,Y)=[A(X),A(Y)]_{\mathfrak g}.
\end{align*}
Combining this identity with the previous step gives
\begin{align*}
XB_Y-YB_X-B_{[X,Y]}+B_XB_Y-B_YB_X=d\rho\left(dA(X,Y)+\frac{1}{2}[A\wedge A](X,Y)\right).
\end{align*}
Since
\begin{align*}
F_A=dA+\frac{1}{2}[A\wedge A],
\end{align*}
we obtain
\begin{align*}
XB_Y-YB_X-B_{[X,Y]}+B_XB_Y-B_YB_X=d\rho(F_A(X,Y)).
\end{align*}
[guided]
It remains to identify the product terms $B_XB_Y-B_YB_X$. Because $\rho:G\to GL(V)$ is a smooth representation, its derivative
\begin{align*}
d\rho:\mathfrak g\to\mathfrak{gl}(V)
\end{align*}
is a Lie algebra homomorphism. Thus, for every $a,b\in\mathfrak g$,
\begin{align*}
[d\rho(a),d\rho(b)]_{\mathfrak{gl}(V)}=d\rho([a,b]_{\mathfrak g}).
\end{align*}
At each $x\in U$, apply this identity with $a=A(X)(x)$ and $b=A(Y)(x)$. Since $B_X=d\rho(A(X))$ and $B_Y=d\rho(A(Y))$, this gives
\begin{align*}
B_XB_Y-B_YB_X=d\rho([A(X),A(Y)]_{\mathfrak g}).
\end{align*}
By definition of the bracket wedge product for a $\mathfrak g$-valued $1$-form,
\begin{align*}
\frac{1}{2}[A\wedge A](X,Y)=[A(X),A(Y)]_{\mathfrak g}.
\end{align*}
The derivative terms were already identified as $d\rho(dA(X,Y))$, so linearity of $d\rho$ gives
\begin{align*}
XB_Y-YB_X-B_{[X,Y]}+B_XB_Y-B_YB_X=d\rho\left(dA(X,Y)+\frac{1}{2}[A\wedge A](X,Y)\right).
\end{align*}
The local curvature form of the connection in the gauge $\sigma$ is
\begin{align*}
F_A=dA+\frac{1}{2}[A\wedge A].
\end{align*}
Therefore
\begin{align*}
XB_Y-YB_X-B_{[X,Y]}+B_XB_Y-B_YB_X=d\rho(F_A(X,Y)).
\end{align*}
[/guided]
[/step]
[step:Conclude the local curvature formula and its gauge independence]
Substituting the identity from the previous step into the commutator expansion gives
\begin{align*}
(D_XD_Y-D_YD_X-D_{[X,Y]})u=d\rho(F_A(X,Y))u.
\end{align*}
Under the trivialization determined by $\sigma$, the left-hand side represents
\begin{align*}
R^E(X,Y)s=\nabla_X\nabla_Ys-\nabla_Y\nabla_Xs-\nabla_{[X,Y]}s.
\end{align*}
Thus $R^E(X,Y)s$ is represented by the map
\begin{align*}
U\to V,
\end{align*}
given by
\begin{align*}
x\mapsto d\rho(F_A(X,Y)(x))u(x).
\end{align*}
Let
\begin{align*}
F_\omega=d\omega+\frac{1}{2}[\omega\wedge\omega]\in\Omega^2(P;\mathfrak g)
\end{align*}
denote the principal curvature form of $\omega$. Since $A=\sigma^*\omega$, pullback commutes with the exterior derivative, and the bracket-wedge operation is natural under pullback in the explicit sense that
\begin{align*}
[\sigma^*\omega\wedge\sigma^*\omega]=\sigma^*[\omega\wedge\omega],
\end{align*}
we have
\begin{align*}
F_A=dA+\frac{1}{2}[A\wedge A]=\sigma^*d\omega+\frac{1}{2}\sigma^*[\omega\wedge\omega]=\sigma^*F_\omega.
\end{align*}
Therefore, in the trivialization determined by $\sigma$, the curvature operator $R^E(X,Y)$ is represented by multiplication by
\begin{align*}
d\rho((\sigma^*F_\omega)(X,Y)).
\end{align*}
Since the computation was made in an arbitrary local section $\sigma$ and the left-hand side is the globally defined curvature of the induced connection on $E$, this local formula is the gauge-independent assertion that the associated-bundle curvature is induced from the principal curvature form by applying $d\rho$. This proves the theorem.
[guided]
We now translate the local computation back into the global statement. From the commutator expansion and the identification of the local curvature form, we have
\begin{align*}
(D_XD_Y-D_YD_X-D_{[X,Y]})u=d\rho(F_A(X,Y))u.
\end{align*}
The trivialization determined by $\sigma$ identifies $s$ with $u$ and identifies the induced covariant derivative $\nabla_Z$ with the local operator $D_Z$. Hence the left-hand side is precisely the local representative of
\begin{align*}
R^E(X,Y)s=\nabla_X\nabla_Ys-\nabla_Y\nabla_Xs-\nabla_{[X,Y]}s.
\end{align*}
Thus $R^E(X,Y)s$ is represented by the smooth map
\begin{align*}
x\mapsto d\rho(F_A(X,Y)(x))u(x).
\end{align*}
The remaining point is to connect the gauge-dependent symbol $F_A$ with the global curvature form of the principal connection. Define
\begin{align*}
F_\omega=d\omega+\frac{1}{2}[\omega\wedge\omega]\in\Omega^2(P;\mathfrak g)
\end{align*}
to be the principal curvature form. Since $A=\sigma^*\omega$, pullback commutes with the exterior derivative, and the bracket-wedge operation is natural under pullback, we compute
\begin{align*}
F_A=dA+\frac{1}{2}[A\wedge A]=\sigma^*d\omega+\frac{1}{2}\sigma^*[\omega\wedge\omega]=\sigma^*F_\omega.
\end{align*}
Substituting this identity into the local formula gives that $R^E(X,Y)s$ is represented by the smooth map
\begin{align*}
U\to V
\end{align*}
given by
\begin{align*}
x\mapsto d\rho((\sigma^*F_\omega)(X,Y)(x))u(x).
\end{align*}
Because the local section $\sigma$ was arbitrary and the expression on the left is the globally defined curvature of the induced connection, this is exactly the gauge-independent statement that the curvature of the associated vector bundle is obtained by applying $d\rho$ to the principal curvature form.
[/guided]
[/step]