Grinstead-Snell-Probability · Problem 4.1.26

Conditional Probability

Mathematics · conditional-probability-inequality

Problem

Suppose that AA and BB are events such that P(A∣B)=P(B∣A)P(A|B) = P(B|A) and P(A∪B)=1P(A \cup B) = 1 and P(A∩B)>0P(A \cap B) > 0. Prove that P(A)>1/2P(A) > 1/2.
Intuitive explanation

The key insight is to use the conditional probability formula to connect P(A∣B)=P(B∣A)P(A|B) = P(B|A) to the marginal probabilities, then leverage the constraint that AA and BB cover the entire sample space. Since P(A∪B)=1P(A \cup B) = 1, you can express everything in terms of P(A)P(A), P(B)P(B), and their intersection. The equal conditional probabilities will force a relationship that, combined with the non-empty intersection requirement, pushes P(A)P(A) above the halfway mark.

Intuitive explanation

The key insight is to use the conditional probability formula to connect P(A∣B)=P(B∣A)P(A|B) = P(B|A) to the marginal probabilities, then leverage the constraint that AA and BB cover the entire sample space. Since P(A∪B)=1P(A \cup B) = 1, you can express everything in terms of P(A)P(A), P(B)P(B), and their intersection. The equal conditional probabilities will force a relationship that, combined with the non-empty intersection requirement, pushes P(A)P(A) above the halfway mark.

Related theory

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