-- Mathlib/MeasureTheory/Integral/Layercake.lean
theorem lintegral_comp_eq_lintegral_meas_le_mul_of_measurable_of_sigmaFinite
    (μ : Measure α) [SFinite μ]
    (f_nn : 0 ≤ f) (f_mble : Measurable f)
    (g_intble : ∀ t > 0, IntervalIntegrable g volume 0 t) (g_mble : Measurable g)
    (g_nn : ∀ t > 0, 0 ≤ g t) :
    ∫⁻ ω, ENNReal.ofReal (∫ t in (0)..f ω, g t) ∂μ =
      ∫⁻ t in Ioi 0, μ {a : α | t ≤ f a} * ENNReal.ofReal (g t)

Proof state:
case h.h
α : Type u_1
inst✝¹ : MeasurableSpace α
f : α → ℝ
g : ℝ → ℝ
μ : Measure α
inst✝ : SFinite μ
f_nn : 0 ≤ f
f_mble : Measurable f
g_intble : ∀ t > 0, IntervalIntegrable g volume 0 t
g_mble : Measurable g
g_nn : ∀ t > 0, 0 ≤ g t
g_intble' : ∀ (t : ℝ), 0 ≤ t → IntervalIntegrable g volume 0 t
integrand_eq : ∀ (ω : α), ENNReal.ofReal (∫ (t : ℝ) in 0 ..f ω, g t) = ∫⁻ (t : ℝ) in Ioc 0 (f ω), ENNReal.ofReal (g t)
s : ℝ
aux₁ :
  (fun x => (Ioc 0 (f x)).indicator (fun t => ENNReal.ofReal (g t)) s) = fun x =>
    ENNReal.ofReal (g s) * (Ioi 0).indicator (fun x => 1) s * (Ici s).indicator (fun x => 1) (f x)
⊢ ENNReal.ofReal (g s) * (Ioi 0).indicator (fun _x => 1 * μ {a | s ≤ f a}) s =
    (Ioi 0).indicator (fun t => μ {a | t ≤ f a}) s * ENNReal.ofReal (g s)

Tactic:
simp_rw [mul_comm _ (ENNReal.ofReal _), one_mul]

Result:
case h.h
α : Type u_1
inst✝¹ : MeasurableSpace α
f : α → ℝ
g : ℝ → ℝ
μ : Measure α
inst✝ : SFinite μ
f_nn : 0 ≤ f
f_mble : Measurable f
g_intble : ∀ t > 0, IntervalIntegrable g volume 0 t
g_mble : Measurable g
g_nn : ∀ t > 0, 0 ≤ g t
g_intble' : ∀ (t : ℝ), 0 ≤ t → IntervalIntegrable g volume 0 t
integrand_eq : ∀ (ω : α), ENNReal.ofReal (∫ (t : ℝ) in 0 ..f ω, g t) = ∫⁻ (t : ℝ) in Ioc 0 (f ω), ENNReal.ofReal (g t)
s : ℝ
aux₁ :
  (fun x => (Ioc 0 (f x)).indicator (fun t => ENNReal.ofReal (g t)) s) = fun x =>
    ENNReal.ofReal (g s) * (Ioi 0).indicator (fun x => 1) s * (Ici s).indicator (fun x => 1) (f x)
⊢ ENNReal.ofReal (g s) * (Ioi 0).indicator (fun _x => μ {a | s ≤ f a}) s =
    ENNReal.ofReal (g s) * (Ioi 0).indicator (fun t => μ {a | t ≤ f a}) s

Proof state:
case h.h
α : Type u_1
inst✝¹ : MeasurableSpace α
f : α → ℝ
g : ℝ → ℝ
μ : Measure α
inst✝ : SFinite μ
f_nn : 0 ≤ f
f_mble : Measurable f
g_intble : ∀ t > 0, IntervalIntegrable g volume 0 t
g_mble : Measurable g
g_nn : ∀ t > 0, 0 ≤ g t
g_intble' : ∀ (t : ℝ), 0 ≤ t → IntervalIntegrable g volume 0 t
integrand_eq : ∀ (ω : α), ENNReal.ofReal (∫ (t : ℝ) in 0 ..f ω, g t) = ∫⁻ (t : ℝ) in Ioc 0 (f ω), ENNReal.ofReal (g t)
s : ℝ
aux₁ :
  (fun x => (Ioc 0 (f x)).indicator (fun t => ENNReal.ofReal (g t)) s) = fun x =>
    ENNReal.ofReal (g s) * (Ioi 0).indicator (fun x => 1) s * (Ici s).indicator (fun x => 1) (f x)
⊢ ENNReal.ofReal (g s) * (Ioi 0).indicator (fun x => 1) s * ∫⁻ (a : α), (Ici s).indicator (fun x => 1) (f a) ∂μ =
    (Ioi 0).indicator (fun t => μ {a | t ≤ f a} * ENNReal.ofReal (g t)) s

case h.h.hr
α : Type u_1
inst✝¹ : MeasurableSpace α
f : α → ℝ
g : ℝ → ℝ
μ : Measure α
inst✝ : SFinite μ
f_nn : 0 ≤ f
f_mble : Measurable f
g_intble : ∀ t > 0, IntervalIntegrable g volume 0 t
g_mble : Measurable g
g_nn : ∀ t > 0, 0 ≤ g t
g_intble' : ∀ (t : ℝ), 0 ≤ t → IntervalIntegrable g volume 0 t
integrand_eq : ∀ (ω : α), ENNReal.ofReal (∫ (t : ℝ) in 0 ..f ω, g t) = ∫⁻ (t : ℝ) in Ioc 0 (f ω), ENNReal.ofReal (g t)
s : ℝ
aux₁ :
  (fun x => (Ioc 0 (f x)).indicator (fun t => ENNReal.ofReal (g t)) s) = fun x =>
    ENNReal.ofReal (g s) * (Ioi 0).indicator (fun x => 1) s * (Ici s).indicator (fun x => 1) (f x)
⊢ ENNReal.ofReal (g s) * (Ioi 0).indicator (fun x => 1) s ≠ ⊤

Tactic:
swap

Result:
case h.h.hr
α : Type u_1
inst✝¹ : MeasurableSpace α
f : α → ℝ
g : ℝ → ℝ
μ : Measure α
inst✝ : SFinite μ
f_nn : 0 ≤ f
f_mble : Measurable f
g_intble : ∀ t > 0, IntervalIntegrable g volume 0 t
g_mble : Measurable g
g_nn : ∀ t > 0, 0 ≤ g t
g_intble' : ∀ (t : ℝ), 0 ≤ t → IntervalIntegrable g volume 0 t
integrand_eq : ∀ (ω : α), ENNReal.ofReal (∫ (t : ℝ) in 0 ..f ω, g t) = ∫⁻ (t : ℝ) in Ioc 0 (f ω), ENNReal.ofReal (g t)
s : ℝ
aux₁ :
  (fun x => (Ioc 0 (f x)).indicator (fun t => ENNReal.ofReal (g t)) s) = fun x =>
    ENNReal.ofReal (g s) * (Ioi 0).indicator (fun x => 1) s * (Ici s).indicator (fun x => 1) (f x)
⊢ ENNReal.ofReal (g s) * (Ioi 0).indicator (fun x => 1) s ≠ ⊤

case h.h
α : Type u_1
inst✝¹ : MeasurableSpace α
f : α → ℝ
g : ℝ → ℝ
μ : Measure α
inst✝ : SFinite μ
f_nn : 0 ≤ f
f_mble : Measurable f
g_intble : ∀ t > 0, IntervalIntegrable g volume 0 t
g_mble : Measurable g
g_nn : ∀ t > 0, 0 ≤ g t
g_intble' : ∀ (t : ℝ), 0 ≤ t → IntervalIntegrable g volume 0 t
integrand_eq : ∀ (ω : α), ENNReal.ofReal (∫ (t : ℝ) in 0 ..f ω, g t) = ∫⁻ (t : ℝ) in Ioc 0 (f ω), ENNReal.ofReal (g t)
s : ℝ
aux₁ :
  (fun x => (Ioc 0 (f x)).indicator (fun t => ENNReal.ofReal (g t)) s) = fun x =>
    ENNReal.ofReal (g s) * (Ioi 0).indicator (fun x => 1) s * (Ici s).indicator (fun x => 1) (f x)
⊢ ENNReal.ofReal (g s) * (Ioi 0).indicator (fun x => 1) s * ∫⁻ (a : α), (Ici s).indicator (fun x => 1) (f a) ∂μ =
    (Ioi 0).indicator (fun t => μ {a | t ≤ f a} * ENNReal.ofReal (g t)) s

Proof state:
α : Type u_1
inst✝¹ : MeasurableSpace α
f : α → ℝ
g : ℝ → ℝ
μ : Measure α
inst✝ : SFinite μ
f_nn : 0 ≤ f
f_mble : Measurable f
g_intble : ∀ t > 0, IntervalIntegrable g volume 0 t
g_mble : Measurable g
g_nn : ∀ t > 0, 0 ≤ g t
g_intble' : ∀ (t : ℝ), 0 ≤ t → IntervalIntegrable g volume 0 t
integrand_eq : ∀ (ω : α), ENNReal.ofReal (∫ (t : ℝ) in 0 ..f ω, g t) = ∫⁻ (t : ℝ) in Ioc 0 (f ω), ENNReal.ofReal (g t)
⊢ ∫⁻ (ω : α), ENNReal.ofReal (∫ (t : ℝ) in 0 ..f ω, g t) ∂μ =
    ∫⁻ (t : ℝ) in Ioi 0, μ {a | t ≤ f a} * ENNReal.ofReal (g t)

Tactic:
rw [lintegral_congr integrand_eq]

Result:
α : Type u_1
inst✝¹ : MeasurableSpace α
f : α → ℝ
g : ℝ → ℝ
μ : Measure α
inst✝ : SFinite μ
f_nn : 0 ≤ f
f_mble : Measurable f
g_intble : ∀ t > 0, IntervalIntegrable g volume 0 t
g_mble : Measurable g
g_nn : ∀ t > 0, 0 ≤ g t
g_intble' : ∀ (t : ℝ), 0 ≤ t → IntervalIntegrable g volume 0 t
integrand_eq : ∀ (ω : α), ENNReal.ofReal (∫ (t : ℝ) in 0 ..f ω, g t) = ∫⁻ (t : ℝ) in Ioc 0 (f ω), ENNReal.ofReal (g t)
⊢ ∫⁻ (a : α), ∫⁻ (t : ℝ) in Ioc 0 (f a), ENNReal.ofReal (g t) ∂μ =
    ∫⁻ (t : ℝ) in Ioi 0, μ {a | t ≤ f a} * ENNReal.ofReal (g t)

Proof state:
α : Type u_1
inst✝¹ : MeasurableSpace α
f : α → ℝ
g : ℝ → ℝ
μ : Measure α
inst✝ : SFinite μ
f_nn : 0 ≤ f
f_mble : Measurable f
g_intble : ∀ t > 0, IntervalIntegrable g volume 0 t
g_mble : Measurable g
g_nn : ∀ t > 0, 0 ≤ g t
g_intble' : ∀ (t : ℝ), 0 ≤ t → IntervalIntegrable g volume 0 t
⊢ ∀ (ω : α), ENNReal.ofReal (∫ (t : ℝ) in 0 ..f ω, g t) = ∫⁻ (t : ℝ) in Ioc 0 (f ω), ENNReal.ofReal (g t)

Tactic:
intro ω

Result:
α : Type u_1
inst✝¹ : MeasurableSpace α
f : α → ℝ
g : ℝ → ℝ
μ : Measure α
inst✝ : SFinite μ
f_nn : 0 ≤ f
f_mble : Measurable f
g_intble : ∀ t > 0, IntervalIntegrable g volume 0 t
g_mble : Measurable g
g_nn : ∀ t > 0, 0 ≤ g t
g_intble' : ∀ (t : ℝ), 0 ≤ t → IntervalIntegrable g volume 0 t
ω : α
⊢ ENNReal.ofReal (∫ (t : ℝ) in 0 ..f ω, g t) = ∫⁻ (t : ℝ) in Ioc 0 (f ω), ENNReal.ofReal (g t)