Consider the Box–Cox transformation given in equation 12.7. Assume that the linear model includes an intercept term. For λ ≠ 0, show that 2 (λ) obtained using Y(λ) i is proportional to 2 (λ) obtained...

Consider the Box–Cox transformation given in equation 12.7. Assume that the linear model includes an intercept term. For λ ≠ 0, show that

²(λ) obtained using Y(λ)_i
is proportional to

²(λ) obtained from Y^λ
_i, where the proportionality constant is 1/[λ². Y^2(λ−1)].