**Exercise 1**

Repeat Exercise 3 of Sheet 3, replacing the multinomial distribution
with an arbitrary exponential family distribution, and the Dirichlet
distribution with the corresponding exponential family conjugate
distribution. You are to show that in general the predictive probability
*p*(*x _{new}* |

**Exercise 2**

Task 2 of Exam 2010.

**Exercise 3**

Examine the `iris`

data example in R.

?iris # read documentation
data(iris) # load data
str(data) # examine contents |

As you see there are 5 features that can be used to predict one of the 3
Species. You can get some visualization of the data via
`example(matplot)`

.

If you do not like this famous example from botanic you can use the wine data set from the UCL repository or any similar data for classification task of your choice.

Fit a GLM model in R and assess its prediction error via cross
validation. (Use
`mlogit`

from the homonymous package.)