<p>$\newcommand{\E}{\mathrm{E}}$ $\newcommand{\Var}{\mathrm{Var}}$ $\newcommand{\Cov}{\mathrm{Cov}}$ $\newcommand{\Expect}{{\rm I\kern-.3em E}}$</p>

<p>Here is cardinal's solution. At the beginning of your answer type.</p>

<p><code>$\newcommand{\E}{\mathrm{E}}$</code> </p>

<p><code>$\newcommand{\Var}{\mathrm{Var}}$</code> </p>

<p><code>$\newcommand{\Cov}{\mathrm{Cov}}$</code> </p>

<p>After that, just use it. For example:</p>

<p>$$
  \Var[X] = \E[\Var[X\mid Y]] + \Var[[\E\mid X]]
$$</p>

<p>$$
  \Cov[X,Y] = \E[XY] - \E[X]\E[Y]
$$</p>

<p>Stask suggested</p>

<p><code>$\newcommand{\Expect}{{\rm I\kern-.3em E}}$</code></p>

<p>$$\Expect[X]$$</p>

<p>which looks pretty.</p>
