In the study reported here, we investigate the skills needed to validate a proof in real analysis, i.e., to determine whether a proof is valid. We first argue that when one is validating a proof, it is not sufficient to make certain that each statement in the argument is true. One must also check that there is good reason to believe that each statement follows from the preceding statements or from other accepted knowledge, i.e., that there is a valid warrant for making that statement in the context of this argument. We then report an exploratory study in which we investigated the behavior of 13 undergraduates when they were asked to determine whether or not a particular flawed mathematical argument is a valid mathematical proof. The last line of this purported proof was true, but did not follow legitimately from the earlier assertions in the proof. Our findings were that only six of these undergraduates recognized that this argument was invalid and only two did so for legitimate mathematical reasons. On a more positive note, when asked to consider whether the last line of the proof followed from previous assertions, a total of 10 students concluded that the statement did not and rejected the proof as invalid.