If $X,Y$ are two random variables, $g$ is a continuous function. In most books, we only discuss how to calculate the expected value of $g(X,Y)$.
My question: how to calculate the variance of $g(X,Y)$? Does the following relation hold?
$Var(g(X,Y))=E(g(X,Y)^2)–[E(g(X,Y)]^2$