Let X & Y be continuous random variables with joint probability density function $\displaystyle f_{X,Y}(x,y)$. If Z is defined by Z = X + Y, write the distribution function of Z, that is $\displaystyle F_Z(z) := \mathbb{P}[X + Y \leq z] $ as an iterated integral, where the integration is done first with respect to x.

This is a sample question for a test I have coming up, not sure where to go with it, any help appreciated!