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<span class="type">Definition</span><span class="space heading-divison-mark heading-divison-mark__space"> </span><span class="codenumber">3.2.1</span><span class="period heading-divison-mark heading-divison-mark__period">.</span>
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<div class="para">Let <span class="process-math">\(X\)</span> be a random variable. The <dfn class="terminology">variance</dfn> of <span class="process-math">\(X\)</span> is:</div>
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\Var(X) = \E\left[ \left(X - \E(X)\right)^2 \right].
\end{gather*}
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