Solch eine Verbindung ist in einem Baum nicht vorgesehen. Deshalb muss man sie von Hand reinmalen indem man die entsprechenden Nodes benennt und dann mittels `\draw[...] (B) -- (C);` die Linie setzt.
Bitte verwende in Zukunft [`\tikzset` statt `\tikzstyle`](http://tex.stackexchange.com/questions/52372/should-tikzset-or-tikzstyle-be-used-to-define-tikz-styles), ich habe Deinen Code mal angepasst.
\documentclass{article}
\usepackage{tikz}
\usetikzlibrary{trees}
\begin{document}
\begin{figure}
\tikzset{
% Set the overall layout of the tree
level 1/.style = {level distance=3.5cm, sibling distance=3.5cm},
level 2/.style = {level distance=3.5cm, sibling distance=2cm},
% Define styles for bags and leafs
bag/.style = {text width=4cm, text centered, inner sep=1pt},
end/.style = {circle, minimum width=3pt,fill, inner sep=0pt}
}
\begin{tikzpicture}[grow=right, sloped]
\tikzset{frontier/.style={distance from root=150pt}}
\node {A}
child {
node[bag] (C) {C}
child {
node[end, label=right:
{$G (2,2)$}] {}
edge from parent
node[above] {}
node[below] {$s_{22}$}
}
child {
node[end, label=right:
{$F (4,1)$}] {}
edge from parent
node[above] {$s_{21}$}
node[below] {}
}
edge from parent
node[above] {}
node[below] {$s_{12}$}
}
child {
node[bag] (B) {B}
child {
node[end, label=right:
{$E (1,4)$}] {}
edge from parent
node[above] {}
node[below] {$s_{22}$}
}
child {
node[end, label=right:
{$D (3,3)$}] {}
edge from parent
node[above] {$s_{21}$}
node[below] {}
}
edge from parent
node[above] {}
node[below] {$s_{12}$}
};
\draw[dashed,shorten <=4pt,shorten >=4pt] (B) -- (C);
\end{tikzpicture}
\end{figure}
\end{document}
> ![alt text][1]
# Mit `graphdrawing`
Das ist doch schon viel handlicher. Benötigt LuaTeX.
\documentclass{article}
\usepackage{tikz}
\usetikzlibrary{quotes,graphs,graphdrawing}
\usegdlibrary{trees}
\begin{document}
\begin{tikzpicture}
\graph[
tree layout,grow=right,
level distance=3.5cm,sibling distance=2cm,
edge=sloped
] {
A ->["$s_{12}$"] {
B ->["$s_{21}$"] "$D(3,3)$", B ->["$s_{22}$"] "$E(1,4)$",
C ->["$s_{21}$"] "$F(4,1)$", C ->["$s_{22}$"] "$G(2,2)$"
},
B --[dashed] C
};
\end{tikzpicture}
\end{document}
> ![alt text][2]
[1]: http://texwelt.de/wissen/upfiles/u_166.pnghttp://texwelt.de/wissen/upfiles/u_166.png
[2]: http://texwelt.de/wissen/upfiles/v_22.png