tion}
    E_P[RSS_j^\ast-RSS] = 2\hat\beta_j^2,\non
\end{equation}\]</div>
<p>where <span class="arithmatex">\(E_P\)</span> denotes expectation with respect to the permutation distribution. Argue that this is approximately true when the evaluations are done using an independent test set.</p>
</details>
<details class="done"><summary>Soln. 15.7</summary><p>Denote by <span class="arithmatex">\(\bb{X}_j\)</span> the values of <span class="arithmatex">\(X\)</span> but with <span class="arithmatex">\(j\)</span>-