有反例.
设一个概率空间有4个基本事件①, ②, ③, ④, 概率都是1/4 (比如设想一个正四面体的骰子).
取事件A = {①, ②}, B = {②, ③}, C = {①, ③}.
则P(A) = P(B) = P(C) = 1/2.
而P(AB) = P(②) = 1/4 = P(A)P(B), 故A, B独立.
又可算得P(BC) = P(③) = 1/4, P(AC) = P(①) = 1/4.
而ABC = ∅, 故P(ABC) = 0.
由条件概率的定义P(A|BC) = P(ABC)/P(BC) = 0, P(A|C) = P(AC)/P(C) = 1/2.
即P(A|BC) ≠ P(A|C).