It's already well know that in quantum mechanics the act of observation affects the outcome of an experiment making the wave function to collapse.Now in order to clear up my confusion about this topic it's possible for the very act of observation to influence the probability of an event to occur?
The quantum Zeno effect is a good example of this happening. Repeated measurement can change the probability of particle decays.
The way this happens is that each measurement collapses the wave function to one of the measurement eigenstates. If this happens often enough there is not enough time for the system to evolve to a state where the probability of collapse to another state is large, and the system stays roughly where it is. This has been experimentally demonstrated in transitions between electron states and in quantum tunneling.
By changing the timing decay rates can be increased. In fact, this may be a more generic phenomenon than the slowing.
In short, yes. This is exactly what quantum entanglement is. You prepare for example two photons so that the state is |1,2>+|2,1>, to a normalization factor, 1 and 2 being two orthogonal polarizations. If you measure the polarization of the first photon as being 1, the second one must absolutely, with probability 1, be 2. Before measurement, the probability was 1. So, by observing the first photon, you changed the probability of observing the different polarization of the other photon.