Show that if f(yi|, ; w) from (9.1.1) is the common density of independent observations yi, i

Show that if f(yi|θ, φ; w) from (9.1.1) is the common density of independent observations yi, i = 1,...,n, then n i=1 yi has a density f(yi|θ∗, φ∗, w∗) for some θ∗, φ∗, and w∗.