Probability distribution function with arctan

aus_fas
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Hi I have a function \phi =arctan(Y/X) where, X\sim \mathcal{N}(A\cos \theta, v) and Y\sim \mathcal{N}(A\sin \theta,v). I want to find
pdf (probability distribution) of \phi. Any suggestions ? I think change of variables in integral might work??
 
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There's a change of variables formula for two r.v.s for situations like this. It amounts to changing variables in the integral of the joint pdf.
 
rochfor1 said:
There's a change of variables formula for two r.v.s for situations like this. It amounts to changing variables in the integral of the joint pdf.

Thanks,
 

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