Suppose $x_1,x_2$ are independent and identically distributed d- dimensional random vectors.
Let$ x_1 = [ A_1 , A_2, A_3,......A_d ]$
$ X_2 =[B_1,B_2,B_3... B_d] $
Where $A_i, B_i$ are random variables following std. normal distri$b^n$.
Here is my my question , What do you mean by independence ? Are $A_1, A_2 ...A_i$ independent among them or is it the pairs such as $(A_1 ,B_1)(A_2,B_2)....(A_n, B_n) $ independent?