This is problem 1.41(b) in Casella and Berger's Statistical Inference.
Consider telegraph signals "dot" and "dash" sent such that $$\mathbb{P}(\text{dot sent}) = \dfrac{3}{7}$$ and $$\mathbb{P}(\text{dash sent}) = \dfrac{4}{7}$$ where erratic transmissions cause a dot to become a dash with probability $\dfrac{1}{4}$ and a dash to become a dot with probability $\dfrac{1}{3}$.
It isn't too hard to see, using Bayes' Theorem, that $$\mathbb{P}(\text{dash sent} \mid \text{dash received}) = \dfrac{32}{41}$$ and then it states:
Assuming independence between signals, if the message dot-dot was received, what is the probability distribution of the four possible message that could have been sent?
There are four possible messages:
- dot-dot
- dot-dash
- dash-dot
- dash-dash.
[My work here originally was completely wrong, and has been removed.]
Let's take it from your last equation, where you assume conditional independence:
$$\mathbb{P}(\text{dot-dot received} \mid \text{dot-dot sent}) = \left[\mathbb{P}(\text{dot received} \mid \text{dot-dot sent}) \right]^2.$$
To make things clearer, we will number the signals:
$$\mathbb{P}(\text{dot1-dot2 received} \mid \text{dot1-dot2 sent}) = \mathbb{P}(\text{dot1 received} \mid \text{dot1-dot2 sent})\cdot \mathbb{P}(\text{dot2 received} \mid \text{dot1-dot2 sent}).$$
Now, you're being told that the signals are independent, and therefore knowing that the second signal sent was a dot doesn't say anything about the first signal you received (and vice-versa). This means that you get the equality you wanted:
$$\mathbb{P}(\text{dot1-dot2 received} \mid \text{dot1-dot2 sent}) = \mathbb{P}(\text{dot1 received} \mid \text{dot1 sent})\cdot \mathbb{P}(\text{dot2 received} \mid \text{dot2 sent}).$$
Or written differently: $$\mathbb{P}(\text{dot-dot received} \mid \text{dot-dot sent}) = \left[\mathbb{P}(\text{dot received} \mid \text{dot sent}) \right]^2.$$