Aim: Whether, under all the circumstances considered, a relativistic concept of locality and non-locality may fully reproduce the quantum probabilities for outcomes of experiments, is re-investigated.Methods: The usual methods and rules of statistics, probability theory and quantum mechanics were used. Results: The interior logic of the variance has been re-investigated. A relationship between the Pythagorean theorem and the variance has been established. A n-dimensional Pythagorean theorem has been derived. The problem of locality and non-locality and the relationship to the variance has been analysed.Conclusion: It may no longer stay an open question how to deal with the notions of locality and non-locality.