- VAR[X]=E[X^2]-E[X]^2=E[X(X-1)]+E[X]-E[X]^2I have received a document where they make emphasis in the expression E[X(X-1)] it have some special meaning or practical usage in demonstrate the solution to the VAR[X] of probabilistic distribution.

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- VAR[X]=E[X^2]-E[X]^2=E[X(X-1)]+E[X]-E[X]^2I have received a document where they make emphasis in the expression E[X(X-1)] it have some special meaning or practical usage in demonstrate the solution to the VAR[X] of probabilistic distribution.