In books it is often written, Let random variables $X_1,\dots, X_n$ be a iid random sample from $f(x)$. What does it mean?
Are $X_1,X_2,\dots,X_n$ different values of one random variable $X$ which follows distribution $f(x)$, or all of them are different random variables?
If I have a dataset of 1000 persons' height (normally distributed) and $X$ is height of an individual and if I take a random sample then what are $X_1,X_2,\dots,X_n$? What does the term iid means?