>Why do you believe that it’s more likely for several factors to have roughly equal importance than for one factor to be the most important?
if you pick n numbers at random, it's not likely that one of them is bigger than the half of their sum.
if you pick n numbers at random, it's not likely that one of them is bigger than the half of their sum.
but my intuition says that if you pick all variables from the same distribution, this should still hold.
At first, we don't know anything about the factors, so they are assigned a random importance. or am I missing something?