<s>[INST] how to prove $\displaystyle \frac{\sin (2n+1)\theta}{\sin \theta} = .... $ How to prove  $$ \displaystyle \frac{\sin (2n+1)\theta}{\sin \theta} = (2n+1) \prod_{k=1}^{n}\left(1 - \frac{\sin^2 \theta}{\sin^2 \left( \frac{k\pi }{2n+1} \right ) } \right ) $$
So far, I manage to prove $ \displaystyle \frac{\sin (2n+1)\theta}{\sin \theta} = (2n+1) \prod_{k=1}^{2n}\left(1 - \frac{\sin \theta}{\sin \left( \frac{k\pi }{2n+1} \right ) } \right ) $ though I am not sure I am aright.

 [/INST] First consider the following Lemma  
Lemma : 
$$ \prod_{k=1}^{n} \sin^2 \left(\dfrac{k\pi}{2n+1}\right) = \dfrac{2n+1}{2^{2n}} $$  
Proof : Note that,  
$ \displaystyle \prod_{k=1}^{2n} \sin \left(\dfrac{k\pi}{2n+1}\right) = \prod_{k=1}^{n} \sin \left(\dfrac{k\pi}{2n+1}\right) \cdot \prod_{k=n+1}^{2n} \sin \left(\dfrac{k\pi}{2n+1}\right)$  
$ \displaystyle = \prod_{k=1}^{n} \sin \left(\dfrac{k\pi}{2n+1}\right) \cdot \prod_{k=1}^{n} \sin \left(\dfrac{(n+k)\pi}{2n+1}\right) $  
$ \displaystyle = \prod_{k=1}^{n} \sin \left(\dfrac{k\pi}{2n+1}\right) \cdot \prod_{k=1}^{n} \sin \left(\dfrac{k\pi}{2n+1}\right) \ \left(\because \prod_{k=1}^{n} f(k) = \prod_{k=1}^{n} f(n+1-k) \right) $  
$ \displaystyle = \prod_{k=1}^{n} \sin^2 \left(\dfrac{k\pi}{2n+1}\right) $  
But, 
$ \displaystyle \prod_{k=1}^{2n} \sin \left(\dfrac{k\pi}{2n+1}\right) =  \dfrac{2n+1}{2^{2n}} $ (For my proof of this, see here )  
$ \displaystyle \implies \prod_{k=1}^{n} \sin^2 \left(\dfrac{k\pi}{2n+1}\right) = \dfrac{2n+1}{2^{2n}} $
Now, let $ \displaystyle \text{P} = (2n+1)\sin(\theta) \prod_{k=1}^n \left(1 -\dfrac{\sin^2(\theta)}{\sin^2\left(\frac{k\pi}{2n+1}\right)} \right) $    
$ \displaystyle = (2n+1)\sin(\theta) \dfrac{ \displaystyle \prod_{k=1}^n \left( \sin^2\left(\frac{k\pi}{2n+1}\right) - \sin^2(\theta) \right)}{ \displaystyle \prod_{k=1}^{n} \sin^2\left(\frac{k\pi}{2n+1}\right) }  $  
$ \displaystyle = 2^{2n} \sin(\theta) \prod_{k=1}^n \left( \cos^2(\theta) - \cos^2\left(\frac{k\pi}{2n+1}\right)  \right)   $  (Using the Lemma)   
$ \displaystyle = 2^{2n} \sin(\theta) \left(\prod_{k=1}^n \left( \cos (\theta) + \cos \left(\frac{k\pi}{2n+1}\right) \right)\right) \cdot \left( \prod_{k=1}^n \left( \cos(\theta) - \cos \left(\frac{k\pi}{2n+1}\right) \right) \right) $    
$ \displaystyle = 2^{2n} \sin(\theta) \left(\prod_{k=1}^n \left( \cos (\theta) - \cos \left(\frac{(2n+1 - k)\pi}{2n+1}\right) \right)\right) \cdot \left( \prod_{k=1}^n \left( \cos(\theta) - \cos \left(\frac{k\pi}{2n+1}\right) \right) \right) \ \left(\because \cos (\pi -x) = -\cos x \right) $   
$ \displaystyle = 2^{2n} \sin(\theta) \left(\prod_{k=1}^n \left( \cos (\theta) - \cos \left(\frac{(n + k)\pi}{2n+1}\right) \right)\right) \cdot \left( \prod_{k=1}^n \left( \cos(\theta) - \cos \left(\frac{k\pi}{2n+1}\right) \right) \right) \ \left(\because \prod_{k=1}^{n} f(k) = \prod_{k=1}^{n} f(n+1-k) \right) $   
$ \displaystyle = 2^{2n} \sin(\theta) \left(\prod_{k=n+1}^{2n} \left( \cos (\theta) - \cos \left(\frac{k\pi}{2n+1}\right) \right)\right) \cdot \left( \prod_{k=1}^n \left( \cos(\theta) - \cos \left(\frac{ k \pi}{2n+1}\right) \right) \right) $  
$ \displaystyle = 2^{2n} \sin(\theta) \prod_{k=1}^{2n} \left( \cos (\theta) - \cos \left(\frac{k\pi}{2n+1}\right) \right) $  
Also,  
$ \displaystyle U_{n} (x) = 2^{n} \prod_{k=1}^{n} \left(x - \cos \left(\frac{k\pi}{n+1}\right) \right) $  
where $ \displaystyle U_{n} (x)$ denotes the Chebyshev Polynomial of the Second kind.  
$ \displaystyle \implies \text{P} = 2^{2n} \sin(\theta) \cdot 2^{-2n} \cdot U_{2n} (\cos \theta) $  
$ \displaystyle = \sin ((2n+1) \theta) \ \left(\because U_{n} (\cos \theta) = \dfrac{\sin ((n+1) \theta)}{\sin \theta} \right) \quad \square$  
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