In
mathematics,
probability, and
statistics, a
multivariate random variable or
random vector is a list of mathematical
variables each of whose value is unknown, either because the value has not yet occurred or because there is imperfect knowledge of its value. The individual variables in a random vector are grouped together because there may be
correlations among them — often they represent different properties of an individual
statistical unit (e.g. a particular person, event, etc.). Normally each element of a random vector is a
real number.