# Thread: How do I proof standard normal density function

1. ## How do I proof standard normal density function

How do i proof the that Z=(x-M)/sigma has standard normal density function w/o assuming that Z is normal
thanks

2. Originally Posted by riosp1
How do i proof the that Z=(x-M)/sigma has standard normal density function w/o assuming that Z is normal
thanks
You can't because in general it dosn't.