# Linear Regression Expected Value [duplicate]

Whiles reading An Introduction To Statistical Learning under linear regression (Chapter 3), I found:

$$E(Y - \hat{Y})^2 = |f(X) - \hat{f}(X)|^2 + Var(ε)$$

where $$E(Y - \hat{Y})^2$$ represents the average, or expected value of the squared difference between the predicted and actual value of $$Y$$, and $$Var(ε)$$ represents the variance associated with the error term $$ε$$.

What does $$Var(ε)$$ mean? Can we just write $$ε$$ rather than $$Var(ε)$$?

• can you share the author and the page? and edition if applicable. Feb 16 '19 at 18:49
• @Gunes see stats.stackexchange.com/….
– whuber
Feb 16 '19 at 20:03
• Now I found it, thanks. It's in Page 19, not in Chapter 3. I was interested in finding some evidence about $X$ being fixed; and it is there. However, it appears the question is duplicate. Feb 16 '19 at 20:11