The variance is now with the definition $$ \begin{equation*} \tilde{F}=\frac{F(y(x))}{p(y(x))}, \end{equation*} $$ given by $$ \begin{equation*} \sigma^2=\frac{1}{N}\sum_{i=1}^N\left(\tilde{F}\right)^2- \left(\frac{1}{N}\sum_{i=1}^N\tilde{F}\right)^2. \tag{21} \end{equation*} $$