From 0d4fd819a0c031e2e5548c476140218150fc3f75 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?Primo=C5=BE=20Zidan=C5=A1ek?=
 <99916648+primi13@users.noreply.github.com>
Date: Sat, 9 Nov 2024 18:03:47 +0100
Subject: [PATCH] Update 04-random_variables.Rmd

---
 04-random_variables.Rmd | 6 +++---
 1 file changed, 3 insertions(+), 3 deletions(-)

diff --git a/04-random_variables.Rmd b/04-random_variables.Rmd
index ebeabf4..db7dbc4 100644
--- a/04-random_variables.Rmd
+++ b/04-random_variables.Rmd
@@ -756,7 +756,7 @@ We write
 \begin{equation}
   X | \alpha, \beta \sim \text{Gamma}(\alpha, \beta)
 \end{equation}
-and it's CDF is
+and its CDF is
 \begin{equation}
   \frac{\gamma(\alpha, \beta x)}{\Gamma(\alpha)},
 \end{equation}
@@ -794,7 +794,7 @@ This is the PDF of the exponential distribution with parameter $\beta$.
 
 b.
 \begin{align}
-  p(x) &= \frac{1}{\Gamma(k)\beta^k} x^{k - 1}e^{-\frac{x}{\theta}}.
+  p(x) &= \frac{1}{\Gamma(k)\theta^k} x^{k - 1}e^{-\frac{x}{\theta}}.
 \end{align}
 
 ```
@@ -820,7 +820,7 @@ Many statistical methods assume a normal distribution. We denote
 \begin{equation}
   X | \mu, \sigma \sim \text{N}(\mu, \sigma^2),
 \end{equation}
-and it's CDF is
+and its CDF is
 \begin{equation}
   F(x) = \int_{-\infty}^x \frac{1}{\sqrt{2 \pi \sigma^2}} e^{-\frac{(t - \mu)^2}{2 \sigma^2}} dt,
 \end{equation}