Polar decomposition of a planar standard normal vector ($\Theta \perp R^2,\Theta \sim \mathrm{Unif}[0,2\pi ),R^2\sim \mathrm{Exp}(1/2)$)

For independent standard normal random variables $X,Y$, put $X=R\cos \Theta$, $Y=R\sin \Theta$, with $R\ge 0$ and $0\le \Theta <2\pi$. The polar coordinates Jacobian determinant is $r$, so the joint probability density is $r{e}^{-r^2/2}/(2\pi )$ on $r>0$. It factorizes into a Rayleigh distribution density for $R$ and a continuous uniform distribution density for $\Theta$. Consequently the radius and angle are independent. The change of variables for probability densities $S=R^2$ gives $f_S(s)=e^{-s/2}/2$ for $s>0$, the exponential distribution of rate $1/2$, also the chi-squared distribution with two degrees of freedom. Measurable transformation preserves independence, giving $\Theta \perp S$. The angle at $R=0$ is arbitrary on an event of probability zero.

Thus a sector with angular length $\ell$ has probability $\ell /(2\pi )$, independently of any radial restriction. For instance $Y>|X|$ occupies a sector of angle $\pi /2$ and has probability $1/4$.