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Let A and E be any two events with positive probabilities.
Statement I: $$P(E/A) \geq P(A/E)P(E)$$.
Statement II: $$P(A/E) \geq P(A \cap E)$$.
Let us solve the given problem step by step. We have two events, A and E, both with positive probabilities. We need to evaluate two statements.
First, recall the definition of conditional probability. The conditional probability of E given A is defined as:
$$P(E|A) = \frac{P(A \cap E)}{P(A)}$$
provided that $$P(A) > 0$$. Similarly, the conditional probability of A given E is:
$$P(A|E) = \frac{P(A \cap E)}{P(E)}$$
provided that $$P(E) > 0$$. Since both events have positive probabilities, these definitions are valid.
Now, let us analyze Statement I: $$P(E|A) \geq P(A|E)P(E)$$.
Substitute the expressions for the conditional probabilities:
Left side: $$P(E|A) = \frac{P(A \cap E)}{P(A)}$$
Right side: $$P(A|E)P(E) = \left( \frac{P(A \cap E)}{P(E)} \right) \times P(E) = P(A \cap E)$$
So, Statement I becomes:
$$\frac{P(A \cap E)}{P(A)} \geq P(A \cap E)$$
Let $$x = P(A \cap E)$$ and $$a = P(A)$$. Since probabilities are non-negative, $$x \geq 0$$, and given that $$P(A) > 0$$, $$a > 0$$. Also, since $$P(A) \leq 1$$, $$a \leq 1$$. The inequality is:
$$\frac{x}{a} \geq x$$
We can rearrange this as:
$$\frac{x}{a} - x \geq 0$$
$$x \left( \frac{1}{a} - 1 \right) \geq 0$$
Since $$a \leq 1$$, $$\frac{1}{a} \geq 1$$, so $$\frac{1}{a} - 1 \geq 0$$. Also, $$x \geq 0$$. Therefore, the product $$x \left( \frac{1}{a} - 1 \right)$$ is non-negative. This holds for all values of $$x$$ and $$a$$:
Thus, Statement I is always true.
Now, consider Statement II: $$P(A|E) \geq P(A \cap E)$$.
Substitute the expression for $$P(A|E)$$:
$$P(A|E) = \frac{P(A \cap E)}{P(E)}$$
So, Statement II becomes:
$$\frac{P(A \cap E)}{P(E)} \geq P(A \cap E)$$
Let $$x = P(A \cap E)$$ and $$e = P(E)$$. Since $$P(E) > 0$$, $$e > 0$$, and $$P(E) \leq 1$$, so $$e \leq 1$$. The inequality is:
$$\frac{x}{e} \geq x$$
Rearrange this as:
$$\frac{x}{e} - x \geq 0$$
$$x \left( \frac{1}{e} - 1 \right) \geq 0$$
Since $$e \leq 1$$, $$\frac{1}{e} \geq 1$$, so $$\frac{1}{e} - 1 \geq 0$$. Also, $$x \geq 0$$. Therefore, the product $$x \left( \frac{1}{e} - 1 \right)$$ is non-negative. This holds for all values of $$x$$ and $$e$$:
Thus, Statement II is also always true.
Since both statements are true, the correct option is B.
Hence, the correct answer is Option B.
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