Variance generalizations

In probability theory and statistics, variance is a measure of dispersion, meaning it is a measure of how far a set of numbers are spread out from their average value. It is defined as the expected value of the squared deviation from the mean of a random variable. The standard deviation is the square root of the variance. Technically, it is the second central moment of a distribution, and the covariance of the random variable with itself, and it is often represented by ⁠⁠, ⁠⁠, ⁠⁠, ⁠⁠, or ⁠⁠.