Possible Duplicate:
Normal random variable $X$ and the cdf of $Y=aX+b$
I'm given a standard random variable $X$, and $Y = aX + b$:
How can I find the cumulative distribution function for Y as an integral of $f(x)=(\frac{1}{\sqrt{2}\pi\sigma}e^{-\frac{(x-u)^2}{\sigma^2}}$?
I know $F_y(y)=F_x(\frac{y-b}{a})$, but cant figure out where to go from there.