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How does the likelihood function change for Random Vectors vs Random Variables? Say: If you have Random...

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Basic Math

How does the likelihood function change for Random Vectors vsRandom Variables?

Say: If you have Random Variables A1...An with a normaldistribution, with mean mu_A and Variance and another RandomVariable, B1...Bn, with mean mu_B and Variance...

If there's a random vector C, which equals (a1, ... an, b1, ...bn), and you wanted the likelihood function, would you have twolikelihood functions likelihood(a) & likelihood (b) or just onelikelihood(a, b)?

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