what will be the PDF of the magnitude of this random variable x+j y?

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if we have a complex random variable [x+j*y] where (j :sqrt(-1)) and x,y both have Gaussian distribution and statistically dependent , so what will be the distribution (PDF) of the magnitude of this random variable also the PDF of the phase in this case ?

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In the general case, the magnitude will be a Rice distribution. See: http://en.wikipedia.org/wiki/Rice_distribution If it is zero mean for x and y, then the phase will be uniform.