This video from MIT OpenCourseWare says that pi bonds and anti-bonds are for 2px and 2py, i.e., $\pi_{2px}$, $\pi_{2py}$ and $\pi_{2px}^*$, $\pi_{2py}^*$ and sigma bonds and anti-bonds are for 2pz i.e., $\sigma_{2pz}$ and $\sigma_{2pz}^*$.
But in my reference books it says pi bonds and anti-bonds are formed for 2py and 2pz i.e., $\pi_{2py}$, $\pi_{2pz}$ and $\pi_{2py}^*$, $\pi_{2pz}^*$ and sigma bonds and anti-bonds are for 2pz i.e., $\sigma_{2px}$ and $\sigma_{2px}^*$.
Which is actually the right one? Please explain.