Why?

I would like to know the correct name for "why" are these both the same? Nande なんで and Naze なぜ ? If you were to ask some "why" which one would you use? Example: Question: The sky is blue. Answer: Why? (Nande or Naze) Thanks for your help.

naze and doshte does the job of "why" "kenny san, doshte des ka?" doshte can also mean whats wrong as i have discovered by watching japanese movies.

also, nande is "what"

Thanks n_soufiani.