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A Debian CD or DVD ISO file - here is an example - consists of many different packages containing software licenses under various licenses such as GPLv2, GPLv3, BSD, and a lot of other licenses.

The selection of packages that went into a Debian ISO is a process that requires skill (miss some packages and you won't have a working desktop), originality and therefore could be considered a derivative work which has its own copyright, right?

A Debian ISO is created with a build script. Such a build script has yet another copyright and license.

The process of creating such an ISO is not simple, so is also copyrighted?

Ubuntu says it is an "aggregate work".

Ubuntu is an aggregate work of many works, each covered by their own license(s). For the purposes of determining what you can do with specific works in Ubuntu, this policy should be read together with the license(s) of the relevant packages. For the avoidance of doubt, where any other license grants rights, this policy does not modify or reduce those rights under those licenses.

By that logic, Debian - or more specifically - a Debian ISO (let's say Live ISO to simplify the discussion) - also is an "aggregate work"?

What is the license of the Debian Live ISO binary?

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I'm not sure I see the problem. You correctly note that a live CD is an aggregate work, and you quote Ubuntu policy regarding them, which says that

Ubuntu is an aggregate work of many works, each covered by their own license(s).

The FSF GPL FAQ says the same thing:

An “aggregate” consists of a number of separate programs, distributed together on the same CD-ROM or other media ... The only condition is that you cannot release the aggregate under a license that prohibits users from exercising rights that each program's individual license would grant them.

You might reasonably conclude that each piece of software on the Debian CD, then, was covered by its own licence, and you would be right. The CD has no single licence; each independent piece of free software thereon has a licence that applies to it, and that software is conveyed to you under the terms of that licence. The fact that any given piece of free software thereon is conveyed to you on a distribution medium which contains other software, to which other licences apply, doesn't change that.

You also note that

A Debian ISO is created with a build script. Such a build script has yet another copyright and license.

The process of creating such an ISO is not simple, so is also copyrighted?

It may well be, but here's the kicker: the licence on a piece of software generally doesn't apply to the output of that software. I could set up a super-sekrit highly-proprietary program for making CDs of the GCC C compiler, and if I give you a CD so produced you get gcc under the terms of the GNU GPLv3, no matter how proprietary my process for churning out CD-ROMs is.

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