when i try to Exploit this rayleigh Distribution mathematica couldn't answer!!

PDF[TransformedDistribution[
  Sqrt[x1^2 + x2^2], {x1 \[Distributed] 
    NormalDistribution[\[Mu]1, \[Sigma]], 
   x2 \[Distributed] NormalDistribution[\[Mu]2, \[Sigma]]}, 
  Assumptions -> \[Mu]1 == \[Mu]2 == 0], r]