Box-Cox transformations of Y: In matrix form, the Box-Cox regression model given in Section XXXXXXXXXXcan be written as (a) Show that the probability density for the observations is given by where x 0...

Box-Cox transformations of Y: In matrix form, the Box-Cox regression model given in Section 12.5.1 can be written as

(a) Show that the probability density for the observations is given by

where x₀
i is the ith row of X. (Hint: Yλ^-1
_i
is the Jacobian of the transformation from Yi to εi.)