I and clearly many other people have run into what one could only call “KL variance”, but it doesn’t seem to have an established name. https://mathoverflow.ne

I and clearly many other people have run into what one could only call “KL variance”, but it doesn’t seem to have an established name. https://mathoverflow.net/questions/210469/kullback-leibler-variance-does-that-divergence-have-a-name https://mathoverflow.net/questions/210469/kullback-leibler-v...