I'm learning probability on my own, so I'd like to know when I can use Bayes' Rule.
From my understanding it's only valid if our probability axioms hold:
$P(x) \geq 0$
$P(S) = 1$ where S is the entire sample space
$P(A \cup B) = P(A) + P(B)$ if A and B are disjoint events.
So the first axiom and the last one are definitely true for CDFs and PDFs. But the second one is a little harder to prove.
I guess my question really boils down to can I use Bayes' Theorem for CDFs and PDFs.