Var(x) represents variance. Defined as the second moment of probability density function f, the variance of x is given. Variance is a proper term in applied mathematics. In probability theory and statistics, the variance of a random variable describes its deviation, that is, the distance between the variable and its expected value.

The variance of a real random variable is also called its second-order moment or second-order central dynamic difference, which happens to be its second-order cumulant. It is to square each error (instead of taking an absolute value, so it must be a positive number), add it up and divide it by the total. In this way, the distribution and dispersion degree of each data (relative to the central point) can be calculated. Continuing to extend, the positive square root of variance is called the standard deviation of random variables.