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Please plot in Matlab Let X and Y be i.i.d. Gaussian random variables of zero mean and unit variance. 1.What is the mean and variance

Please plot in Matlab

Let X and Y be i.i.d. Gaussian random variables of zero mean and unit variance.

1.What is the mean and variance of ||, where = + and j is imaginary unit?

2. Write down the PDF (probability density function) of ||^2 and ||.

3. Plot the PDF functions

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