A short introduction to random vectors, why multiple random variables occur as a group, and some example applications of random vectors. A graphical representation of a random vector which builds on the same concept from scalar random variables is presented. A formal definition of the random vector is discussed, followed by the definition of the joint cumulative distribution functions and joint  probability density functions.

PGEE11164 Probability, Estimation Theory, and Random Signals Lectures -- School of Engineering, University of Edinburgh. Copyright James R. Hopgood and University of Edinburgh, Scotland, United Kingdom (UK). 2020.