In the court of law it is necessary to prove guilt or innocence. A simple assertion by a plaintiff or defendant is likely (should be) insufficient before the judge.
Likewise, the same can be said of a Christian’s faith. Many assert their faith, but seem to have little evidence to substantiate their case.
In John 15:8 Jesus says, “By this my Father is glorified, that you bear much fruit and so prove to be my disciples.” Doing what Christ commands us is how we “make a case” for our Christianity. Christ says in John 15:14, “You are my friends if you do what I command you.”
It is true that we are all sinners (Rom. 3:10, 23) but there is a huge difference between the one who is seeking to do the will of God and the individual who has little concern for doing the Will of the Lord. It should also be noted that Christianity is a growth process (see 2 Pt. 1). We never arrive but always press onward (see Phil. 3:14).
While we can’t be saved by doing enough works (Eph. 2:8-9), those works certainly serve as an indicator of where our heart is. In this sense we “prove” our faith by our works (see also James 2:18).
What works are you doing for the Lord and His Church? Whatever it is or is not, it reflects your heart and your faith.