I'm not 100% sure what kind of proof you want and what the background behind the proof may be.
Anyway:
If f is analytic on (a,b) then for every y in (a,b) f is equal to its Taylor series in some neighborhood of y.
(The Taylor series of course exists, as we are given that f ∈ C^∞(a, b) ).
So, let y be some point in (a,b). Around y, f is given by:
f(x) = f(y) + f'(y) * (x-y) + f''(y)/2! * (x-y)^2 + f(3')(y)/3! * (x-y)^3 + ....
Therefore by differentiating:
f'(x) = f'(y) + f''(y)/2! * 2(x-y) + f(3')(y)/3! * 3(x-y)^2 + f(4')(y)/4! * 4(x-y)^3 + ....
or
f'(x) = f'(y) + (f')''y) * (x-y) + (f')''(y)/2! * (x-y)^2 + (f')(3')(y)/3! * (x-y)^3 + ....
But the second side is exactly the Taylor series for f' and the left side is f' itself
Therefore f' is equal to its Taylor series and is therefore also analytic
For the inverse:
If f' is analytic on (a,b) then for every y in (a,b) f' is equal to its Taylor series in some neighborhood of y.
(The Taylor series of course exists, as we are given that f ∈ C^∞(a, b) and therefore
f' ∈ C^∞(a,b) as well).
So, let y be some point in (a,b). Around y, f' is given by:
f'(x) = f'(y) + f''(y) * (x-y) + f'''(y)/2! * (x-y)^2 + f(4')(y)/3! * (x-y)^3 + ....
Integrating both sides from y to x in (a,b) and considering f is an anti-derivative of f'
f(x) - f(y) =
= f'(y) * (x-y) + f''(y) * 1/2 * (x-y)^2 + f'''(y)/2! * 1/3 * (x-y)^3 + f(4')(y)/3! * 1/4 * (x-y)^4 + ....
or
f(x) = f(y) + f'(y) * (x-y) + f''(y)/2! * (x-y)^2 + f'''(y)/3! * (x-y)^3 + f(4')(y)/4! * (x-y)^4 + ....
Which means f equals its Taylor series and is therefore analytic as well.