-- Mathlib/MeasureTheory/Integral/Layercake.lean
theorem lintegral_comp_eq_lintegral_meas_le_mul (μ : Measure α) (f_nn : 0 ≤ᵐ[μ] f)
    (f_mble : AEMeasurable f μ) (g_intble : ∀ t > 0, IntervalIntegrable g volume 0 t)
    (g_nn : ∀ᵐ t ∂volume.restrict (Ioi 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 intro.intro.intro
α : Type u_1
inst✝ : MeasurableSpace α
f : α → ℝ
g : ℝ → ℝ
μ : Measure α
f_nn : 0 ≤ᶠ[ae μ] f
f_mble : AEMeasurable f μ
g_intble : ∀ t > 0, IntervalIntegrable g volume 0 t
g_nn : ∀ᵐ (t : ℝ) ∂volume.restrict (Ioi 0), 0 ≤ g t
G : ℝ → ℝ
G_mble : Measurable G
G_nn : 0 ≤ G
g_eq_G : g =ᶠ[ae (volume.restrict (Ioi 0))] G
g_eq_G_on : ∀ (t : ℝ), g =ᶠ[ae (volume.restrict (Ioc 0 t))] G
G_intble : ∀ t > 0, IntervalIntegrable G volume 0 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:
obtain ⟨F, F_mble, F_nn, f_eq_F⟩ : ∃ F : α → ℝ, Measurable F ∧ 0 ≤ F ∧ f =ᵐ[μ] F := by
  refine ⟨fun ω ↦ max (f_mble.mk f ω) 0, f_mble.measurable_mk.max measurable_const,
      fun ω ↦ le_max_right _ _, ?_⟩
  filter_upwards [f_mble.ae_eq_mk, f_nn] with ω hω h'ω
  rw [← hω]
  exact (max_eq_left h'ω).symm

Result:
case intro.intro.intro.intro.intro.intro
α : Type u_1
inst✝ : MeasurableSpace α
f : α → ℝ
g : ℝ → ℝ
μ : Measure α
f_nn : 0 ≤ᶠ[ae μ] f
f_mble : AEMeasurable f μ
g_intble : ∀ t > 0, IntervalIntegrable g volume 0 t
g_nn : ∀ᵐ (t : ℝ) ∂volume.restrict (Ioi 0), 0 ≤ g t
G : ℝ → ℝ
G_mble : Measurable G
G_nn : 0 ≤ G
g_eq_G : g =ᶠ[ae (volume.restrict (Ioi 0))] G
g_eq_G_on : ∀ (t : ℝ), g =ᶠ[ae (volume.restrict (Ioc 0 t))] G
G_intble : ∀ t > 0, IntervalIntegrable G volume 0 t
F : α → ℝ
F_mble : Measurable F
F_nn : 0 ≤ F
f_eq_F : f =ᶠ[ae μ] F
⊢ ∫⁻ (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)

Proof state:
case h
α : Type u_1
inst✝ : MeasurableSpace α
f : α → ℝ
g : ℝ → ℝ
μ : Measure α
f_nn : 0 ≤ᶠ[ae μ] f
f_mble : AEMeasurable f μ
g_intble : ∀ t > 0, IntervalIntegrable g volume 0 t
g_nn : ∀ᵐ (t : ℝ) ∂volume.restrict (Ioi 0), 0 ≤ g t
G : ℝ → ℝ
G_mble : Measurable G
G_nn : 0 ≤ G
g_eq_G : g =ᶠ[ae (volume.restrict (Ioi 0))] G
g_eq_G_on : ∀ (t : ℝ), g =ᶠ[ae (volume.restrict (Ioc 0 t))] G
G_intble : ∀ t > 0, IntervalIntegrable G volume 0 t
F : α → ℝ
F_mble : Measurable F
F_nn : 0 ≤ F
f_eq_F : f =ᶠ[ae μ] F
t : ℝ
ht : g t = G t
⊢ μ {a | t ≤ f a} * ENNReal.ofReal (G t) = μ {a | t ≤ F a} * ENNReal.ofReal (G t)

Tactic:
congr 1

Result:
case h.e_a
α : Type u_1
inst✝ : MeasurableSpace α
f : α → ℝ
g : ℝ → ℝ
μ : Measure α
f_nn : 0 ≤ᶠ[ae μ] f
f_mble : AEMeasurable f μ
g_intble : ∀ t > 0, IntervalIntegrable g volume 0 t
g_nn : ∀ᵐ (t : ℝ) ∂volume.restrict (Ioi 0), 0 ≤ g t
G : ℝ → ℝ
G_mble : Measurable G
G_nn : 0 ≤ G
g_eq_G : g =ᶠ[ae (volume.restrict (Ioi 0))] G
g_eq_G_on : ∀ (t : ℝ), g =ᶠ[ae (volume.restrict (Ioc 0 t))] G
G_intble : ∀ t > 0, IntervalIntegrable G volume 0 t
F : α → ℝ
F_mble : Measurable F
F_nn : 0 ≤ F
f_eq_F : f =ᶠ[ae μ] F
t : ℝ
ht : g t = G t
⊢ μ {a | t ≤ f a} = μ {a | t ≤ F a}

Proof state:
α : Type u_1
inst✝ : MeasurableSpace α
f : α → ℝ
g : ℝ → ℝ
μ : Measure α
f_nn : 0 ≤ᶠ[ae μ] f
f_mble : AEMeasurable f μ
g_intble : ∀ t > 0, IntervalIntegrable g volume 0 t
g_nn : ∀ᵐ (t : ℝ) ∂volume.restrict (Ioi 0), 0 ≤ g t
G : ℝ → ℝ
G_mble : Measurable G
G_nn : 0 ≤ G
g_eq_G : g =ᶠ[ae (volume.restrict (Ioi 0))] G
g_eq_G_on : ∀ (t : ℝ), g =ᶠ[ae (volume.restrict (Ioc 0 t))] G
G_intble : ∀ t > 0, IntervalIntegrable G volume 0 t
⊢ f =ᶠ[ae μ] fun ω => AEMeasurable.mk f f_mble ω ⊔ 0

Tactic:
filter_upwards [f_mble.ae_eq_mk, f_nn] with ω hω h'ω

Result:
case h
α : Type u_1
inst✝ : MeasurableSpace α
f : α → ℝ
g : ℝ → ℝ
μ : Measure α
f_nn : 0 ≤ᶠ[ae μ] f
f_mble : AEMeasurable f μ
g_intble : ∀ t > 0, IntervalIntegrable g volume 0 t
g_nn : ∀ᵐ (t : ℝ) ∂volume.restrict (Ioi 0), 0 ≤ g t
G : ℝ → ℝ
G_mble : Measurable G
G_nn : 0 ≤ G
g_eq_G : g =ᶠ[ae (volume.restrict (Ioi 0))] G
g_eq_G_on : ∀ (t : ℝ), g =ᶠ[ae (volume.restrict (Ioc 0 t))] G
G_intble : ∀ t > 0, IntervalIntegrable G volume 0 t
ω : α
hω : f ω = AEMeasurable.mk f f_mble ω
h'ω : 0 ω ≤ f ω
⊢ f ω = AEMeasurable.mk f f_mble ω ⊔ 0

Proof state:
α : Type u_1
inst✝ : MeasurableSpace α
f : α → ℝ
g : ℝ → ℝ
μ : Measure α
f_nn : 0 ≤ᶠ[ae μ] f
f_mble : AEMeasurable f μ
g_intble : ∀ t > 0, IntervalIntegrable g volume 0 t
g_nn : ∀ᵐ (t : ℝ) ∂volume.restrict (Ioi 0), 0 ≤ g t
G : ℝ → ℝ
G_mble : Measurable G
G_nn : 0 ≤ G
g_eq_G : g =ᶠ[ae (volume.restrict (Ioi 0))] G
g_eq_G_on : ∀ (t : ℝ), g =ᶠ[ae (volume.restrict (Ioc 0 t))] G
G_intble : ∀ t > 0, IntervalIntegrable G volume 0 t
F : α → ℝ
F_mble : Measurable F
F_nn : 0 ≤ F
f_eq_F : f =ᶠ[ae μ] F
t : ℝ
ht : g t = G t
a : α
ha : f a = F a
⊢ {a | t ≤ f a} a = {a | t ≤ F a} a

Tactic:
simp [setOf, ha]

Result:
no goals

Proof state:
α : Type u_1
inst✝ : MeasurableSpace α
f : α → ℝ
g : ℝ → ℝ
μ : Measure α
f_nn : 0 ≤ᶠ[ae μ] f
f_mble : AEMeasurable f μ
g_intble : ∀ t > 0, IntervalIntegrable g volume 0 t
g_nn : ∀ᵐ (t : ℝ) ∂volume.restrict (Ioi 0), 0 ≤ 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:
obtain ⟨G, G_mble, G_nn, g_eq_G⟩ : ∃ G : ℝ → ℝ, Measurable G ∧ 0 ≤ G
    ∧ g =ᵐ[volume.restrict (Ioi 0)] G := by
  refine AEMeasurable.exists_measurable_nonneg ?_ g_nn
  exact aemeasurable_Ioi_of_forall_Ioc fun t ht => (g_intble t ht).1.1.aemeasurable

Result:
case intro.intro.intro
α : Type u_1
inst✝ : MeasurableSpace α
f : α → ℝ
g : ℝ → ℝ
μ : Measure α
f_nn : 0 ≤ᶠ[ae μ] f
f_mble : AEMeasurable f μ
g_intble : ∀ t > 0, IntervalIntegrable g volume 0 t
g_nn : ∀ᵐ (t : ℝ) ∂volume.restrict (Ioi 0), 0 ≤ g t
G : ℝ → ℝ
G_mble : Measurable G
G_nn : 0 ≤ G
g_eq_G : g =ᶠ[ae (volume.restrict (Ioi 0))] G
⊢ ∫⁻ (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)

Proof state:
α : Type u_1
inst✝ : MeasurableSpace α
f : α → ℝ
g : ℝ → ℝ
μ : Measure α
f_nn : 0 ≤ᶠ[ae μ] f
f_mble : AEMeasurable f μ
g_intble : ∀ t > 0, IntervalIntegrable g volume 0 t
g_nn : ∀ᵐ (t : ℝ) ∂volume.restrict (Ioi 0), 0 ≤ g t
⊢ ∃ G, Measurable G ∧ 0 ≤ G ∧ g =ᶠ[ae (volume.restrict (Ioi 0))] G

Tactic:
refine AEMeasurable.exists_measurable_nonneg ?_ g_nn

Result:
α : Type u_1
inst✝ : MeasurableSpace α
f : α → ℝ
g : ℝ → ℝ
μ : Measure α
f_nn : 0 ≤ᶠ[ae μ] f
f_mble : AEMeasurable f μ
g_intble : ∀ t > 0, IntervalIntegrable g volume 0 t
g_nn : ∀ᵐ (t : ℝ) ∂volume.restrict (Ioi 0), 0 ≤ g t
⊢ AEMeasurable g (volume.restrict (Ioi 0))