The brain is a physical organ which produces mental phenomena. If the brain is physically structured to produce the mental effect of identifying as a woman, then it is a physical effect which is causing the transgender state. And indeed, there is sufficient evidence that transgender is an 'intersex of the brain' condition caused by certain areas of the brain having female-typical architecture (see below).
Rather than picturing it as a "female with a male body" it's easier to think of it as a 'female with a female body and anomalous male genitalia.'
Even better than an anatomy book, here is a short segment of a relevant Stanford lecture which discusses the points I've made here. "Dr. Sapolsky is a neuroscientist, professor of biology, neuroscience, and neurosurgery at Stanford University, researcher and author." To my knowledge he is not a transgender activist. His lecture series, including the full version of the clip below, can be found on youtube (and coursera?).
Gender Orientation: Intersex Conditions Within The Transsexual Brain



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