Solution

ID: past-exam-of-the-probability-course-of-the-university-of-oxford/2015/2/a/ii/solution

Set . In polar coordinates, the event is , the angular sector
Because has the continuous uniform distribution on an interval of length , the probability is the sector's angular length divided by :
The symmetry of the standard normal distribution in makes the lower sector equally likely. Their disjoint union is , apart from , an event of probability zero. Therefore the requested cumulative distribution function is
This is the unit-scale half-Cauchy distribution. At there is no atom, and as the cumulative distribution function tends to one.
Figure 1.
Gaussian angular probability and the support of a transformed exponential pair
. Details.
The left panel uses , giving a sector of angle and probability . The right panel displays the domain for the next change of variables for probability densities; a vertical section through it determines the conditional range.

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