In the class I told you that if x ~ N(M, 62), " ~ N(0, 1) - the standardized normal or z-distribution. Show why this is true. [Hint: X-u 918 ": a linear function of x. So, what are E(x) and V(x)? What type of distribution does X " have? Recall the (linear) properties of EO, V(( and normal distribution that we have discussed so many times in class.]