theorem extracted_formal_statement_153.{w, v, u} {Z : Type w} {ι : Type v} {f : ι → Z → ℝ} {Ω : Type u}
  [inst : MeasurableSpace Ω] {X : Ω → Z} {μ : Measure Ω} [inst_1 : IsProbabilityMeasure μ] {n : ℕ} (ω : Ω × Ω)
  [inst_2 : Countable ι] [inst_3 : Nonempty ι] (h𝓕 : ∀ (I : ι), Measurable (f I ∘ X)) {b : ℝ}
  (h𝓕' : ∀ (I : ι) (z : Z), |f I z| ≤ b) {c : ι → ℝ} {C : ℝ} (hC : ∀ (I : ι), |c I| ≤ C) :
  let μ2n := Measure.pi fun x => μ.prod μ;
  (∫ (x : Fin n → Ω × Ω),
        (fun ω' =>
            (2⁻¹ ^ n *
                ∑ σ, ⨆ I, ∑ i, ↑↑(σ i) * (f I (X (ω' i).1) - f I (X (ω' i).2)) + (f I (X ω.2) - f I (X ω.1) + c I)) +
              2⁻¹ ^ n *
                ∑ σ, ⨆ I, ∑ i, ↑↑(σ i) * (f I (X (ω' i).1) - f I (X (ω' i).2)) + (f I (X ω.1) - f I (X ω.2) + c I))
          x ∂μ2n =
      (∫ (x : Fin n → Ω × Ω),
          (fun ω' =>
              2⁻¹ ^ n *
                ∑ σ, ⨆ I, ∑ i, ↑↑(σ i) * (f I (X (ω' i).1) - f I (X (ω' i).2)) + (f I (X ω.2) - f I (X ω.1) + c I))
            x ∂Measure.pi fun x => μ.prod μ) +
        ∫ (x : Fin n → Ω × Ω),
          (fun ω' =>
              2⁻¹ ^ n *
                ∑ σ, ⨆ I, ∑ i, ↑↑(σ i) * (f I (X (ω' i).1) - f I (X (ω' i).2)) + (f I (X ω.1) - f I (X ω.2) + c I))
            x ∂Measure.pi fun x => μ.prod μ) →
    Integrable
      (fun a =>
        2⁻¹ ^ n * ∑ σ, ⨆ I, ∑ i, ↑↑(σ i) * (f I (X (a i).1) - f I (X (a i).2)) + (f I (X ω.1) - f I (X ω.2) + c I))
      μ2n := sorry

State before:
case h.h
Z : Type w
ι : Type v
f : ι → Z → ℝ
Ω : Type u
inst✝³ : MeasurableSpace Ω
X : Ω → Z
μ : Measure Ω
inst✝² : IsProbabilityMeasure μ
n : ℕ
ω : Ω × Ω
inst✝¹ : Countable ι
inst✝ : Nonempty ι
h𝓕 : ∀ (I : ι), Measurable (f I ∘ X)
b : ℝ
h𝓕' : ∀ (I : ι) (z : Z), |f I z| ≤ b
c : ι → ℝ
C : ℝ
hC : ∀ (I : ι), |c I| ≤ C
μ2n : Measure (Fin n → Ω × Ω) := Measure.pi fun x => μ.prod μ
⊢ ∫ (x : Fin n → Ω × Ω),
      (fun ω' =>
          (2⁻¹ ^ n *
              ∑ σ, ⨆ I, ∑ i, ↑↑(σ i) * (f I (X (ω' i).1) - f I (X (ω' i).2)) + (f I (X ω.2) - f I (X ω.1) + c I)) +
            2⁻¹ ^ n *
              ∑ σ, ⨆ I, ∑ i, ↑↑(σ i) * (f I (X (ω' i).1) - f I (X (ω' i).2)) + (f I (X ω.1) - f I (X ω.2) + c I))
        x ∂μ2n =
    (∫ (x : Fin n → Ω × Ω),
        (fun ω' =>
            2⁻¹ ^ n *
              ∑ σ, ⨆ I, ∑ i, ↑↑(σ i) * (f I (X (ω' i).1) - f I (X (ω' i).2)) + (f I (X ω.2) - f I (X ω.1) + c I))
          x ∂Measure.pi fun x => μ.prod μ) +
      ∫ (x : Fin n → Ω × Ω),
        (fun ω' =>
            2⁻¹ ^ n *
              ∑ σ, ⨆ I, ∑ i, ↑↑(σ i) * (f I (X (ω' i).1) - f I (X (ω' i).2)) + (f I (X ω.1) - f I (X ω.2) + c I))
          x ∂Measure.pi fun x => μ.prod μ

Tactic: apply integral_add

State after:
[case h.h.hf
 Z : Type w
 ι : Type v
 f : ι → Z → ℝ
 Ω : Type u
 inst✝³ : MeasurableSpace Ω
 X : Ω → Z
 μ : Measure Ω
 inst✝² : IsProbabilityMeasure μ
 n : ℕ
 ω : Ω × Ω
 inst✝¹ : Countable ι
 inst✝ : Nonempty ι
 h𝓕 : ∀ (I : ι), Measurable (f I ∘ X)
 b : ℝ
 h𝓕' : ∀ (I : ι) (z : Z), |f I z| ≤ b
 c : ι → ℝ
 C : ℝ
 hC : ∀ (I : ι), |c I| ≤ C
 μ2n : Measure (Fin n → Ω × Ω) := Measure.pi fun x => μ.prod μ
 ⊢ Integrable
     (fun a =>
       2⁻¹ ^ n * ∑ σ, ⨆ I, ∑ i, ↑↑(σ i) * (f I (X (a i).1) - f I (X (a i).2)) + (f I (X ω.2) - f I (X ω.1) + c I))
     μ2n,
 case h.h.hg
 Z : Type w
 ι : Type v
 f : ι → Z → ℝ
 Ω : Type u
 inst✝³ : MeasurableSpace Ω
 X : Ω → Z
 μ : Measure Ω
 inst✝² : IsProbabilityMeasure μ
 n : ℕ
 ω : Ω × Ω
 inst✝¹ : Countable ι
 inst✝ : Nonempty ι
 h𝓕 : ∀ (I : ι), Measurable (f I ∘ X)
 b : ℝ
 h𝓕' : ∀ (I : ι) (z : Z), |f I z| ≤ b
 c : ι → ℝ
 C : ℝ
 hC : ∀ (I : ι), |c I| ≤ C
 μ2n : Measure (Fin n → Ω × Ω) := Measure.pi fun x => μ.prod μ
 ⊢ Integrable
     (fun a =>
       2⁻¹ ^ n * ∑ σ, ⨆ I, ∑ i, ↑↑(σ i) * (f I (X (a i).1) - f I (X (a i).2)) + (f I (X ω.1) - f I (X ω.2) + c I))
     μ2n]

Relevant lemmas:
MeasureTheory.integral_add : ∀ {α : Type u_1} {G : Type u_5} [inst : NormedAddCommGroup G] [inst_4 : NormedSpace ℝ G]
  {m : MeasurableSpace α} {μ : Measure α} {f g : α → G},
  Integrable f μ → Integrable g μ → ∫ (a : α), f a + g a ∂μ = ∫ (a : α), f a ∂μ + ∫ (a : α), g a ∂μ