∀ {Ω : Type u_1} {mΩ : MeasurableSpace Ω} {X : Ω → ℝ} {μ : MeasureTheory.Measure Ω} [MeasureTheory.IsFiniteMeasure μ],
  MeasureTheory.MemLp X 2 μ → ENNReal.ofReal (ProbabilityTheory.variance X μ) = ProbabilityTheory.evariance X μ