Let, $X_{i}$ is a vector of random variables, where $i= 1,2,3,...,n$.
$1$. What would be $PDF(x)$, if $X_i$ is dependent?
$2$. What would be $PDF(x)$, if $X_i$ is independent?
$3$. What would be $PDF(x)$, if $X_i$ is Parzen?
N.B. I only need correct formulas. Coz, I am confused with so many varieties of them.