A target, which is located at point \((0,0)\) of the \((x, y)\) - coordinate system, is subject to permanent shellfire. The random coordinates \(X\) and \(Y\) of the hitting point of a shell are independent and identically as \(N\left(0, \sigma^{2}\right)\)-distributed.

(1) Determine the distribution function \(F_{Z}(z)\) of the random distance \(Z\) of a hitting shell (identified with its midpoint) to the target at \((0,0)\). To what distribution type belongs \(F_{Z}(z)\) ?

(2) Determine \(E(Z)\).