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log (E(Y.)) = Bo + Bill, for i = 1, ..., N where ; is a covariate for observation i and Yi ~ f (;

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log (E(Y.)) = Bo + Bill, for i = 1, ..., N where ; is a covariate for observation i and Yi ~ f (; mi, y), for ie {1, 2,..., N}, are independent random variables with pdf f (.; Mi, 7). Is this model a generalized linear model? Justify your answer. Define the log-likelihood function for this model. eoge Derive the log-likelihood of the saturated (full model) deviance for this model. Using previous questions, derive the scaled deviance D* for this model

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