Question: i need help on this issue of stochastic processes: A random variable z is such that z = ai + bj, where i and j

i need help on this issue of stochastic processes:

A random variable z is such that z = ai + bj, where i and j are versions of an orthonormal base Cartesian and a, b are real and independent random variables, a, b N (0, 2). Asked:

obtain analytically the probability density function of the random variable R = || z || in function of ;

I don't know how to start this issue.

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