Consider a random variable $X$ with the associated density function $f_X(x)$ and "zero" mean.
Define the following quantities:
(1) $E[X^2] := \int_{-\infty}^{+\infty} x^2 f_X(x) dx$
(2) $E[ |X| ] := \int_{-\infty}^{+\infty} |x| f_X(x) dx$
I see that $E[X^2]$ is the variance (noting that the mean is zero). But I have no idea if $E[|X|]$ is already well-known and useful in the probability context.
Anyway, here is the question: I wonder if there is some functional (in)equality between $E[X^2]$ and $E[|X|]$. Something of the following form: the existence of a mapping $\rho : \mathbb{R}_{\geq 0} \to \mathbb{R}_{\geq 0}$ such that $E[|X|] \leq \rho(E[X^2])$.
You may make a fair assumption on the density function $f_X(x)$ if required. The zero mean assumption is made to make the life easier. You may also drop it if necessary.