ThmDex – An index of mathematical definitions, results, and conjectures.
P3144
Let $E \in \mathcal{F}_Y$ and consider first the case where $f$ is an indicator function $I_E : Y \to \{ 0, 1 \}$. Applying results
(i) R1242: Unsigned basic integral is compatible with measure
(ii) R4613: Map composition with indicator function

we have \begin{equation} \int_Y I_E \, d \phi_* \mu = \phi_* \mu(E) = \mu(\phi^{-1} E) = \int_X I_{\phi^{-1} E} \, d \mu = \int_X (I_E \circ \phi) \, d \mu \end{equation} That is, the claim is true for measurable indicator functions. The full claim then follows by applying the principle of measure-theoretic induction. $\square$