I've started reading about Limit Theorems in Probabilities.The chapter starts by saying, let's think of a sequence $S_n = X_1+X_2+X_3$ iid random variables. What is each random variable in the sequence. Is it a value from each r.v. or all the possible values from each r.v.? I understand what a random variable is, it is a function.
For $X_n$ being the height of students, we measured, for n class in a school. What is $X_1$ in a sequence? Is it the average?