English
For finite μ with MemLp X 2 μ, the real-valued variance equals the real part of evariance.
Русский
При конечной μ и X ∈ L^2(μ) дисперсия X равна evariance X μ приведённой к ℝ.
LaTeX
$$.ofReal(variance X μ) = evariance X μ$$
Lean4
/-- The `ℝ`-valued variance of the real-valued random variable `X` according to the volume measure.
It is set to `0` if `X` has infinite variance. -/
@[scoped term_parser 1000]
public meta def «termVar[_]» : Lean.ParserDescr✝ :=
ParserDescr.node✝ `ProbabilityTheory.«termVar[_]» 1024
(ParserDescr.binary✝ `andthen (ParserDescr.binary✝ `andthen (ParserDescr.symbol✝ "Var[") (ParserDescr.cat✝ `term 0))
(ParserDescr.symbol✝ "]"))