theorem extracted_formal_statement_9.{u_2, u_1} {Ω : Type u_1} {ι : Type u_2} [inst : MeasurableSpace Ω] {μ : Measure Ω}
  [inst_1 : IsProbabilityMeasure μ] [inst_2 : Fintype ι] [inst_3 : DecidableEq ι] (s : Finset ι) {f : ι → Set (ι → Ω)}
  (hf : ∀ i ∈ s, ∃ s', inst.MeasurableSet' s' ∧ Function.eval i ⁻¹' s' = f i) :
  let f' := fun i hi => Classical.choose (hf i hi);
  let hf' := fun i hi => Classical.choose_spec (hf i hi);
  let f'' := fun i => if h : i ∈ s then f' i h else Set.univ;
  ∀ x ∈ Set.univ.pi f'',
    ∀ (i : ι) (hi : i ∈ s), x i ∈ f' i hi → x ∈ f i → x ∈ Function.eval i ⁻¹' Classical.choose (hf i hi) := sorry

State before:
case h.mpr
Ω : Type u_1
ι : Type u_2
inst✝³ : MeasurableSpace Ω
μ : Measure Ω
inst✝² : IsProbabilityMeasure μ
inst✝¹ : Fintype ι
inst✝ : DecidableEq ι
s : Finset ι
f : ι → Set (ι → Ω)
hf : ∀ i ∈ s, ∃ s', inst✝³.MeasurableSet' s' ∧ Function.eval i ⁻¹' s' = f i
f' : (i : ι) → i ∈ s → Set Ω := fun i hi => Classical.choose ⋯
hf' : ∀ (i : ι) (hi : i ∈ s),
  inst✝³.MeasurableSet' (Classical.choose ⋯) ∧ Function.eval i ⁻¹' Classical.choose ⋯ = f i :=
  fun i hi => Classical.choose_spec (hf i hi)
f'' : ι → Set Ω := fun i => if h : i ∈ s then f' i h else Set.univ
x : ι → Ω
hx : x ∈ Set.univ.pi f''
i : ι
hi : i ∈ s
this : x i ∈ f' i hi
⊢ x ∈ f i

Tactic: rw [← (hf' i hi).2]

State after:
[case h.mpr
 Ω : Type u_1
 ι : Type u_2
 inst✝³ : MeasurableSpace Ω
 μ : Measure Ω
 inst✝² : IsProbabilityMeasure μ
 inst✝¹ : Fintype ι
 inst✝ : DecidableEq ι
 s : Finset ι
 f : ι → Set (ι → Ω)
 hf : ∀ i ∈ s, ∃ s', inst✝³.MeasurableSet' s' ∧ Function.eval i ⁻¹' s' = f i
 f' : (i : ι) → i ∈ s → Set Ω := fun i hi => Classical.choose ⋯
 hf' : ∀ (i : ι) (hi : i ∈ s),
   inst✝³.MeasurableSet' (Classical.choose ⋯) ∧ Function.eval i ⁻¹' Classical.choose ⋯ = f i :=
   fun i hi => Classical.choose_spec (hf i hi)
 f'' : ι → Set Ω := fun i => if h : i ∈ s then f' i h else Set.univ
 x : ι → Ω
 hx : x ∈ Set.univ.pi f''
 i : ι
 hi : i ∈ s
 this : x i ∈ f' i hi
 ⊢ x ∈ Function.eval i ⁻¹' Classical.choose ⋯]

Relevant lemmas: