This results in which is the trace of the covariance matrix. See also Bhatia–Davis inequality Coefficient of variation Homoscedasticity Least-squares spectral analysis for computing a frequency spectrum with spectral magnitudes in % of variance or in dB Popoviciu's inequality on variances Measures for statistical dispersion Variance-stabilizing transformation Types of variance Correlation Distance variance Explained variance Pooled variance Pseudo-variance References Moment (mathematics) Statistical deviation and dispersion Articles containing proofs