ThmDex – An index of mathematical definitions, results, and conjectures.
F12720
Formulation 1
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}
Let $\lambda \in \mathbb{R}$ be a D993: Real number.
Then \begin{equation} \text{Var} X \leq \mathbb{E} |X - \lambda|^2 \end{equation}