Imagine there are two people: Alice and Bob. Alice and Bob both pick a ball out of a box of nine balls, without replacement. There are 6 blue balls and 3 red balls. If one picks a blue ball, that person wins money (win). If one picks a red ball, that person has to pay money (lose).
How do I prove, using conditional probabilities, that Alice and Bob both have the same probability of winning, regardless of who picks a ball first?
My approach:
Event A = Alice wins, event B = Bob picks a red ball.
$$P(B|A) = \frac{P(A|B)P(B)}{P(A|B)P(B) + P(A|B^c)P(B^c)}$$
This comes down to:
$$P(B|A)=\frac{\frac{6}{8} * \frac{3}{9}}{\frac{6}{8}*\frac{3}{9}+\frac{5}{8}*\frac{6}{9}} = \frac{3}{8}$$
The same can be said for the opposite case, so event A = Bob wins, event B = Alice picks a red ball. So their probabilities of winning (choosing a blue ball) are the same, regardless of who picks the first ball.
No, your reasoning only illustrates that the problem is symetric with respect to Alice and Bob.
You need to show that the one that picks the first ball has the same probability of winning than the one that picks the second ball.
For the one that picks the first ball, the probability of winning is: $\frac{6}{9} = \frac{2}{3}$.
For the one that picks the second ball, the probability of winning is $ \frac{2}{3}\cdot\frac{5}{8} + \frac{1}{3}\cdot\frac{6}{8} = \frac{10+6}{24} = \frac{16}{24} = \frac{2}{3}$
The first term in the first sum above corresponds to the case where a blue ball was picked first and the second term corresponds to the case where a red ball was picked first. Indeed there is 2/3 probability that the first pick is blue, and in that case there are 5 blue balls among the 8 remaining balls. There is a 1/3 probability that the first pick is red, and in that case there are 6 blue among the 8 remaining balls.
So in both cases, the probability of winning is $\frac{2}{3}$.