Let $X \in \text{Random}(\mathbb{R})$ be a
D3161: Random real number such that
| (i) |
\begin{equation}
\mathbb{E} |X|^2
< \infty
\end{equation}
|
The
variance of $X$ is the
D4767: Unsigned real number
\begin{equation}
\text{Var} X
: = \mathbb{E}|X - \mathbb{E} X|^2
\end{equation}
