F(z)=P(Z<=z)=P{（X^2+Y^2）^0.5<=z}
当z<0时，F(z)=0
当z>=0时，F(z)=P{X^2+Y^2<=z^2}
F(z)=P{X^2+Y^2<=z^2}=(2πσ^2)^(-1)∫∫e^[-(x^2+y^2)/(2σ^2)]dxdy,积分区域是X^2+Y^2<=z^2
积分得概率分布：F(z)=1-e^[-z^2/(2σ^2)]，z>0
下面供参考：
求导得概率密度：f(z)=(z/σ^2)*e^[-z^2/(2σ^2)],z>=0,f(z)=0,z<0
E(Z)=∫zf(z)dz=∫z(z/σ^2)*e^[-z^2/(2σ^2)]dz=σ*√(π/2),积分区域是z>0
E(Z^2)=∫z^2f(z)dz=∫z^2(z/σ^2)*e^[-z^2/(2σ^2)]dz=2σ^2,积分区域是z>0
D(Z)=E(Z^2)-[E(Z)]^2=[(4-π)/2]*σ^2
解毕
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