Up to this point, we have only spoken of RVs as being single-dimensional objects. We will now turn to the case of vector-valued random variables, which are functions mapping a sample space into Rn. Thus, when we talk about the distribution or density of X = (X1, X2, . . . , Xn), we refer to n-dimensional real-valued functions. Alternatively, one could think of the individual elements Xi as dist...
