Var(S) for S = sum_{i=1}^N X_i with N ~ Poisson(lambda) and i.i.d. X_i is equal to lambda * E[X^2].

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Var(S) for S = sum_{i=1}^N X_i with N ~ Poisson(lambda) and i.i.d. X_i is equal to lambda * E[X^2].

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