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TheOtherDave comments on The Bias You Didn't Expect - Less Wrong
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I'm talking about probability estimates. The actual probability of what happened is 1, because it is what happened. However, we don't know what happened, that's why we make a probability estimate in the first place!
Forcing yourself to commit to only one of two possibilities in the real world (which is what all of these analogies are supposed to tie back to), when there are a lot of initially low probability possibilities that are initially ignored (and rightly so), seems incredibly foolish.
Also, your analogy doesn't fit brazil84's murder example. What evidence does the lottery win give that allows us to adjust our probability estimate for how the gun was fired? I'm not sure where you're going with that, at all.
The real probability of however the bullet was fired is 100%. All we've been talking about are our probability estimates based on the limited evidence we have. They are necessarily incomplete. If new evidence makes both of our hypotheses less likely, then it's probably smart to check and see if a third hypotheses is now feasible, where it wasn't before.
brazil84 stated that there are just two options, so let's stick to that example first.
"[rifle] no bullet will be find in or around the person's body 0.01% of the time" is contradictory evidence against the rifle (and for the handgun). But "[handgun] no bullet will be find in or around the person's body 0.001% of the time" is even stronger evidence against the handgun (and for the rifle). In total, we have some evidence for the rifle.
Now let's add a .001%-probability that it was not a gunshot wound - in this case, the probability to find no bullet is (close to) 100%. Rifle gets an initial probability of 60% and handgun gets 40% (+ rounding error).
So let's update: No gunshot: 0.001 -> 0.001 Rifle: 60 -> 0.006 Handgun: 40 -> 0.0004
Of course, the probability that one of those 3 happened has to be 1 (counting all guns as "handgun" or "rifle"), so let's convert that back to probabilities: 0.001+0.006+0.0004 = 0.0074 No gunshot: 0.001/0.0074=13.5% Rifle: 0.006/0.0074=81.1% Handgun: 0.0004/0.0074=5.4%
The rifle and handgun numbers increased the probability of a rifle shot, as the probability for "no gunshot" was very small. All numbers are our estimates, of course.