Some people pronounce it "LAS-so" and some "las-SOO" (from the rope cowboys throw to catch cows). Which way is "the right one"?
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Rob Tibshirani pronounces it the first way ("LAS-so"), which seems fairly definitive to me. However, Trevor Hastie pronounces it the second way ("las-SOO") and is from South Africa, so I'd agree with @Glen_b and say that any common local pronunciation of the word would be appropriate.
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+1. Related comment: http://stats.stackexchange.com/questions/200416/#comment380178_200418. – amoeba Apr 12 '16 at 22:21
Le-ASS-Oh. You know, "just to be on the safe side"... – Steve S Jul 31 '14 at 02:14Le-ASS-Oh... – Steve S Jul 31 '14 at 04:47