If you want a little bit of a proof, what I'm going to do here to give an argument for why this is true is use the derivative properties. Take the derivative of both sides and see that the equality holds once we get rid of the integrals. So let's do that. Let's take the derivative with respect to x of both sides of this, derivative with respect to x. The left side here, well, this will just become whatever's inside of the indefinite integral. This will just become f of x plus g of x, plus g of x. Now, what would this become?