From 79c4725ca971ccd583c716af75966495f9998111 Mon Sep 17 00:00:00 2001
From: Timon Idema <t.idema@tudelft.nl>
Date: Wed, 13 Jul 2022 12:31:46 +0200
Subject: [PATCH] typesetting dx in integrals.
---
content/Exercise_set_1.md | 4 ++--
1 file changed, 2 insertions(+), 2 deletions(-)
diff --git a/content/Exercise_set_1.md b/content/Exercise_set_1.md
index 4af1a04..2aab3ce 100644
--- a/content/Exercise_set_1.md
+++ b/content/Exercise_set_1.md
@@ -112,7 +112,7 @@ mechanism, or multiple levels).
A probability density function should be normalized:
$$
- \int \limits_{-\infty}^{\infty} P(x) dx = 1.
+ \int \limits_{-\infty}^{\infty} P(x) \,\mathrm{d}x = 1.
$$ (eq:pdf_normalized)
For simplicity we consider a probability density function of a single stochastic variable
@@ -122,7 +122,7 @@ generalized to multiple variables and discrete sets.
The $n^{\mathrm{th}}$ moment of this distribution is defined as
$$
- \langle x^n \rangle \equiv \int \limits_{-\infty}^{\infty} x^n P(x) dx.
+ \langle x^n \rangle \equiv \int \limits_{-\infty}^{\infty} x^n P(x) \,\mathrm{d}x.
$$ (eq:moments)
The first and second moment are particularly useful, and yield the mean
--
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