The realised squared error of power transformations score is defined by:
$$S(\textbf{\textit{x}}, \textbf{\textit{y}}, a) := (1/n)
\sum_{i = 1}^{n} L(x_i, y_i, a)$$
where
$$\textbf{\textit{x}} = (x_1, ..., x_n)^\mathsf{T}$$
$$\textbf{\textit{y}} = (y_1, ..., y_n)^\mathsf{T}$$
and
$$L(x, y, a) := (x^a - y^a)^2$$
Domain of function:
Case #1
$$a > 0$$
$$\textbf{\textit{x}} \geq \textbf{0}$$
$$\textbf{\textit{y}} \geq \textbf{0}$$
Case #2
$$a \neq 0$$
$$\textbf{\textit{x}} > \textbf{0}$$
$$\textbf{\textit{y}} > \textbf{0}$$
where
$$\textbf{0} = (0, ..., 0)^\mathsf{T}$$
is the zero vector of length \(n\) and the symbols \(\geq\) and \(>\)
indicate pairwise inequality.
Range of function:
$$S(\textbf{\textit{x}}, \textbf{\textit{y}}, a) \geq 0,
\forall \textbf{\textit{x}}, \textbf{\textit{y}}, a$$