Grinstead-Snell-Probability · Problem 4.1.26
Conditional Probability
Mathematics · conditional-probability-inequality
Problem
Suppose that and are events such that and and . Prove that .Intuitive explanation
The key insight is to use the conditional probability formula to connect to the marginal probabilities, then leverage the constraint that and cover the entire sample space. Since , you can express everything in terms of , , and their intersection. The equal conditional probabilities will force a relationship that, combined with the non-empty intersection requirement, pushes above the halfway mark.
Intuitive explanation
The key insight is to use the conditional probability formula to connect to the marginal probabilities, then leverage the constraint that and cover the entire sample space. Since , you can express everything in terms of , , and their intersection. The equal conditional probabilities will force a relationship that, combined with the non-empty intersection requirement, pushes above the halfway mark.