distributions – Why is the conditional probability not working for `CategoricalDistribution`?

I think your syntax is just fine. Probability just doesn’t know how to do it.

The brute force way, of course, is the following:

cd = CategoricalDistribution({{"Rain", "Fair"}, {"Win", "Lose"}}, {{0.4, 0.4}, {0.12, 0.08}});
Probability(result == "Win" && weather == "Fair", {weather, result} (Distributed) cd)/
  Probability(weather == "Fair", {weather, result} (Distributed) cd)
(* 0.6 *)