Let $P = (\Omega, \mathcal{F}, \mathbb{P})$ be a D1159: Probability space such that
| (i) | $X : \Omega \to \mathbb{R}$ is a D3161: Random real number on $P$ |
| (ii) | \begin{equation} \mathbb{E} |X|^2 < \infty \end{equation} |
Then
\begin{equation}
\text{Var} X
\leq \mathbb{E} X^2
\end{equation}