Eighteen-year-old Sammy was shot and killed by Toronto police officers as he stood on a Dundas Street streetcar on Friday night, brandishing a knife.
His death has caused a furor in Toronto with the province's Special Investigations Unit coming under enormous pressure to explain what happened.
"There are no good words or sentiments that will express how we feel right now. We are heart-broke, confused and still in a state of shock," the statement said.
"We are living a nightmare we can't seem to wake up from."
The one-page statement was delivered on behalf of his father, Nabil, his mother Sahar Bahadi and his 16-year-old sister, Sarah Yatim.
The family also expresses its support of Toronto Police Chief Bill Blair says they "appreciate all his (sic) is doing to ensure that this matter is being investigated thoroughly and judiciously."
It says the family does not blame all Toronto police officers for what happened and calls the shooting death "a tragedy for all involved."
The letter thanks people all across Canada who have reached out to the family "and helped us shoulder the pain."