Let $\psi$ be a diffeomorphism in $\mathbb{R}^{n}$. I have to proove that for two vector fields $X,Y\in\mathfrak{X}(\mathbb{R}^{n})$ the following property holds
$\psi_{\ast}[X,Y] = [\psi_{\ast}X,\psi_{\ast}Y]$,
where $[\cdot,\cdot]$ denotes the Lie-Bracket of vector fields.
First of all, I review some definitions:
(1) In this context, vector fields are viewed as derivations:
$X:C^{\infty}(\mathbb{R}^{n})\to C^{\infty}(\mathbb{R}^{n})$, where $X$ is linear and fulfills the Leibniz rule.
(2) For a vector $v\in T_{p}\mathbb{R}^{n}$, here also viewed as a derivation $v:C^{\infty}(\mathbb{R}^{n})\to \mathbb{R}$, the push foward is defined via:
$\psi_{\ast}v(f):=v(f\circ\psi)$,
where $f\in C^{\infty}(\mathbb{R}^{n})$
Now to the proof:
$\psi_{\ast}[X,Y](f)=[X,Y](f\circ\psi)=X(Y(f\circ\psi)) - Y(X(f\circ\psi)) = X(\psi_{\ast} Y(f)) - Y(\psi_{\ast} X(f))$
But now I don`t no how to continue the proof.....Is there an error in my calculation?
There is a definition issue here--you have never actually defined what $\psi_*X$ means. You have defined what $\psi_*v$ means when $v$ is a tangent vector at a single point, but not what $\psi_*X$ means when $X$ is an entire vector field. The correct definition of $\psi_*X$ to use is not $\psi_*X(f)=X(f\circ\psi)$ but rather $$\psi_*X(f)=X(f\circ\psi)\circ \psi^{-1}.$$ To see that this makes sense, let $v$ be the value of $X$ at a point $p$. Then $\psi_*v(f)=v(f\circ\psi)$ defines a tangent vector $\psi_*v$ not at the point $p$ but at the point $\psi(p)$, since $v(f\circ\psi)$ depends on the values of $f\circ\psi$ near $p$ and thus on the values of $f$ near $\psi(p)$. Thus, $\psi_*v$ should be defined to be the value of the vector field $\psi_*X$ at $\psi(p)$, not at $p$. To get the value of $\psi_*X$ at $p$, you have to precompose with $\psi^{-1}$, hence the formula above.
Using this correct formula, you should have no difficulty verifying that $\psi_*[X,Y] = [\psi_*X,\psi_*Y]$, the key point being that when you compute $\psi_*X(\psi_*Yf))$ you get $$X((\psi_*Yf)\circ\psi)\circ\psi^{-1}=X((Y(f\circ \psi)\circ \psi^{-1})\circ\psi)\circ\psi^{-1}=X(Y(f\circ\psi))\circ\psi^{-1}$$ with the inner $\psi^{-1}$ and $\psi$ cancelling out.