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dvernet

Here's an identity related to the variance that people might find useful: \begin{align} Var(X) &= E[(X - E[X])^{2}] \\ &= E[X^{2} - 2XE[X] + (E[X])^{2}] \\ &= E[X^{2} - 2E[X]E[X] + (E[X])^{2} \\ &= E[X^{2}] - (E[X])^{2} \end{align} where the third step is from the linearity of expectations.