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Nov 2, 2020 at 20:00 comment added whuber Re "No!" I think this answer (which is not wrong, btw) might just be papering over the issue that troubled the OP: given any sequence $X_1,X_2,\ldots$ of real-valued iid variables we may construct the single random variable $(X_1,X_2,\ldots)$ whose values are in a real vector space and in this sense, I suspect, many authors might freely (and even unconsciously) refer to it as an "iid" variable in the sense that its marginals are independent and identically distributed.
Nov 2, 2020 at 19:47 history edited Tobsn CC BY-SA 4.0
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Nov 2, 2020 at 19:42 comment added Tobsn Discrete rv are in particular real valued. I don't know what censored r.v. are. But that wasn't the point anyway. Whatever we want to call it, the concept of iid is not restricted to real valued random entities.
Nov 2, 2020 at 19:28 comment added chl Using the term "variable" doesn't assume it is real-valued. There are also discrete or censored random variables, to name a few.
Nov 2, 2020 at 18:50 review Late answers
Nov 2, 2020 at 18:57
Nov 2, 2020 at 18:35 review First posts
Nov 2, 2020 at 19:29
Nov 2, 2020 at 18:34 history answered Tobsn CC BY-SA 4.0