Let , the following
Proof (For the canonical ensemble)
using that
the first term is zero, the second is just the average energy
but in the canonical ensemble this is the same as
A famouse use of this theorem is that any quadratic term in the hamiltonian
H = \sum_i \alpha_i x_i^2 $$result in a $\frac{1}{2} k_B T$ term in the total average energy, since\sum_i\left\langle x_i \frac{\partial H}{\partial x_i}\right\rangle = \sum_i\langle x_i 2\alpha x_i \rangle = 2 \langle H \rangle
\langle H \rangle = \sum_i \frac 12 k_B T