I like (3) in particular. You could introduce, in a very simple way, the idea that the "error" (X - E X) is perpendicular to the "estimate" (E X). That's the

I like (3) in particular. You could introduce, in a very simple way, the idea that the "error" (X - E X) is perpendicular to the "estimate" (E X). That's the two legs of the right triangle; the hypotenuse is "X" itself.