Supose a Sudoku puzzle row has four empty cells. The candidates for each cells is as follows:
- $3, 6, 9$
- $7, 9$
- $3, 6, 7$
- $3, 7$
Looking at the possible cells for $3$ (cells $1$, $3$ and $4$), the probability for $3$ in each cell could be:
a) $\frac13$, $\frac13$, $\frac13$: if we only look at the possible choices for $3$
b) $\frac13$, $\frac13$, $\frac12$: if we figure the total candidates for each cell.
Both the assumptions above are wrong.
What is the probability of each cell being a $3$ in cells $1, 3$ and $4$?
Whenever you talk about the probability of an event, you have to talk about the sample space (or equivalently, the measure) with respect to which you're taking the probability; otherwise, you run into potential paradoxes such as the Bertrand Paradox. Since you're talking about a Sudoku puzzle, the (IMHO) most natural sample space for determining your probability is the space of correctly filled grids; by this measure, the probability of 3 being in e.g. the first place is just the number of correctly filled grids with 3 in that space divided by the total number of correctly-filled grids.
Unfortunately, because of the constraints involved, I don't believe there's any cleaner way of doing this than 'the hard way': enumerate all of the possibilities and then tally. For convenience, I'll write the assignments in the form abcd, where a is the value in the first cell, b is the value in the second, etc.
Thus, there are a total of four possible configurations for the puzzle: 9763, 3967, 6937 and 6973. This gives probabilities of $\frac14$, $0$, $\frac14$, and $\frac12$ for 3 being in each of the four cells, respectively.