I don't understand the step highlighted in green.


I know $f_Z(z)= \frac{k}{\sqrt{2\pi}}$ $ e^{-\frac{z^2}{2}}$ when $z>-\frac{\mu}{\sigma}$
and $0$ elsewhere;
but i'm stuck at this point.
I don't understand the step highlighted in green.


I know $f_Z(z)= \frac{k}{\sqrt{2\pi}}$ $ e^{-\frac{z^2}{2}}$ when $z>-\frac{\mu}{\sigma}$
and $0$ elsewhere;
but i'm stuck at this point.
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The term in the denominator just normalizes the pdf of $Z$ such that
$$\int_{-\infty}^\infty f_Z(z) \, dz=\int_\kappa^\infty f_Z(z) \, dz=1$$
is satisfied.