If R is the new random variable, derived from original random variable X, altered by two other random variables X and Y in the form of
$$\ R = \sqrt{(X + A)^2 + B^2} $$
X is a normal random variable with mean and SD of m1 and s1. A and B are also normal random variables with mean of zero and SD of s2 and s3 respectively. X, A and B are independent of each other.
What is the expected mean and SD of R?
I tried, but could not find a way where to start. Any hints for how to approach this problem would be helpful. Thanks.