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RF is used as a distribution medium because (1) it propagates through the air very well, making it suitable for over-the-air broadcast, and (2) many video signals can be modulated at many different frequencies, it's possible for us to have many "channels" available simultaneously without having them interfere with one another.
Composite Video is a single signal which carries both the chrominance (color) and luminance (brightness) components of a video signal, along with sync information, on a single wire.
"DVI-A" is nothing but RGBHV in a funny connector, and isn't digital at all.
DVI-D is a parallel digital standard--a nasty little tangle of wires in a nasty little plug--which consists of up to seven balanced lines (all other common video standards are run unbalanced) carrying the video itself, and five miscellaneous conductors carrying other information.
Because this is a digital rather than an analog signal, it can only be converted to another format through a device that is equipped to decode the digital bitstream and render it in analog form.
Just as s-video requires two signal-carrying wires instead of one, component video requires three to convey the whole signal.
The original "component video" was RGB, which appears in three principal varieties, each requiring a different number of connections.
Consequently, when one has incompatible source signals and destinations, a cable won't solve the problem.