Standardizing Normal Distribution

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I was listening to Statistics lecture on Normal distribution and I could not understand that how P(X-mean)/S.D<=(x-mean/S.D) becomes \phi (x- mean/ SD) got solved by chain rule.

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$\phi(.)$ is the density function for $N(0,1)$ distribution. Now we know that if $X\sim N(\mu,\sigma^2)$, then $aX+b\sim N(a\mu+b,a^2\sigma^2)$