def METHOD_NAME(self):
    r"""Return element/entry-wise variance of the distribution.
    Let :math:`X` be a random variable with the distribution of `self`.
    Returns :math:`\mathbb{V}[X] = \mathbb{E}\left(X - \mathbb{E}[X]\right)^2`
    Returns
    -------
    pd.DataFrame with same rows, columns as `self`
    variance of distribution (entry-wise)
    """
    sd_arr = self._sigma
    return pd.DataFrame(sd_arr, index=self.index, columns=self.columns) ** 2