Exercise C.3.8

Which is larger: The expectation of the square of a random variable, or the square of its expectation?

We know that:

$$ \E[f(X)] \ge f(\E[X]) $$

If $f(x) = x^2$:

$$ \E[X^2] \ge \E^2[X] $$

The expectation of the square is larger.