Lecture 9: Variance
A 9-page PDF lecture note for Probabilités et Statistique (Cours 9) by Yehor Korotenko. Covers the topic of Variance: definition (Var(X) = E[(X-E[X])²]), key properties (Var(λX) = λ²Var(X), Var(X+a) = Var(X), Var(aX+b) = a²Var(X)), relationship between square integrability and integrability, and independence properties (E[XY] = E[X]E[Y] for independent variables).