Variance

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Variances

Variances are defined as follows:

Var(X)=E[(X−E[X])2]=E[X2]−(E[X])2Var(X) = E[(X - E[X])^2] = E[X^2] - (E[X])^2

(you can see why these are equivalent below)

Variances are not linear:

Var(aX+b)=a2Var(X)Var(aX +b) = a^2 Var(X)

Stats of common random variables