indeed, the entire vector
has a joint normal distribution (called a multivariate normal distribution ),which is a generalization of the bivariate normal distribution to more than two coordinates
we shall not discuss the multivariate normal distribution in detail in this text, but we shall merely point out one feature that it has in common with the bivariate normal distribution : if a vector
has a multivariate normal distribution, then every linear combination of the coordinates of
has a normal distribution