# Variance The variance of a random variable $X$ is the [Expected Value](Expected%20Value.md) of the squared deviation from the mean of $X$, $\mu = \mathbb{E}[X]$: $Var(X) = \mathbb{E} \big[ (X - \mu)^2 \big]$ The **variance** is simply another **expected value** that can be approximated! --- Date: 20220309 Links to: Tags: References: * [Probabilistic-Programming-and-Bayesian-Methods-for-Hackers/Ch4_LawOfLargeNumbers_TFP.ipynb at master · CamDavidsonPilon/Probabilistic-Programming-and-Bayesian-Methods-for-Hackers · GitHub](https://github.com/CamDavidsonPilon/Probabilistic-Programming-and-Bayesian-Methods-for-Hackers/blob/master/Chapter4_TheGreatestTheoremNeverTold/Ch4_LawOfLargeNumbers_TFP.ipynb)