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Old 09-05-2008, 06:24 PM
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Default conditional probability proof

Given events A, B, C in a probability space, I want to prove:

min(P(C|A), P(C|B))/2 <= P(C|(A or B))

However it doesn't seem to be working out for me, although it makes sense intuitively. Any hints?
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Old 09-06-2008, 04:12 AM
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Here it is: Suppose for instance that P(A)\geq P(B). Then P(A\cup B)\leq 2P(A).
In addition, P(C\cap(A\cup B))\geq P(C\cap A).
These two inequalities should suffice to prove your inequality.

Laurent.
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