That's what the mean of X squared is. What's this? You could view this as the covariance of X with X. We've actually already seen this, and I've actually shown you many, many videos ago when we first learned about it what this is. The covariance of a random variable with itself is really just the variance of that random variable. You could verify it for yourself. If you change this Y to an X, this becomes X minus the expected value of X times X minus the expected value of X, or that's the expected value of X minus the expected value of X squared.