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We show that the variance is its own concave roof.
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For a review on generalized variances, different types of quantum Fisher information and covariances see D. Petz and C. Ghinea, Introduction to quantum Fisher information, QP-PQ: Quantum Probability and White Noise Analysis, vol. 27. (Eds: R. Rebolledo and M. Orszag), World Scientific, 2011, 261-281
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P. Hyllus, private communication (2012)
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G. Tóth, D. Petz, O. Gühne, P. Hyllus, unpublished (2012)
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