Definition:Random Vector

Definition
Let $X_1, X_2, \ldots, X_n$ be random variables on a probability space $\left({\Omega, \Sigma, \Pr}\right)$.

Then the vector $\mathbf X = \left({X_1, X_2, \ldots, X_n}\right)$ is referred to as a random vector.

Also known as
A random vector is also known as a multivariate random variable.