# Tag Info

Accepted

### What is a *likelihood ratio test* for a specific distribution, and how does it relate to hypothesis tests?

A likelihood ratio test is just a particular type of hypothesis test where the test statistic is obtained in a specific way. They arise out of Neyman and Pearson's attempt to find a way to obtain &...

### Why is the CDF of a sample uniformly distributed

As I commented under several posts above, the key of a rigorous (and succinct) proof to the general continuous $F$ (that is, $F$ is not necessarily strictly increasing) is by introducing the quantile ...
Accepted

### Intuition and reasoning why LASSO can only select $n$ features when $n \ll p$

I think you can understand why LASSO selects at most $n$-features intuitively if you think about the contours of $rss = |X\beta - y|_2^2$ and $l_1 = |\beta|_1$ on the parameter space $\mathbb R^p$. ...

### Intuition and reasoning why LASSO can only select $n$ features when $n \ll p$

This is an excellent question, and approach to building intuition. Unfortunately, the answer is silly: your grid search doesn't include cases where $b_1$ or $b_2 = 0$: ...
1 vote
Accepted

### Is my interpretation of "the probability over data $X_1, ... X_N$ correct?

Your understanding is correct insofar as the probability refers to repeated realisations of the whole sequence $((X_1,Y_1),\ldots,(X_{n+1},Y_{n+1})$. You are probably aware though that property (1) ...

### How can I explain the intuition behind ANOVA?

I've noticed that there are few sources that actually explain why variation between is close to variation within under null hypothesis. For simple ANOVA, the intuitive explanation is: Variation within ...

### Understanding "variance" intuitively

Preliminary Discussion I felt I would add another visual example, but first I use a very simple piece of data to illustrate a basic and known point for people who already know a fair amount about ...
1 vote

### Understanding "variance" intuitively

The most intuitive explanation I know for SD is the average magnitude of error. However, this explanation applies for MAD as well, and this is perfectly fine. But why? The bounty definition states ...