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In this work we present a novel ensemble model for a credit scoring problem. The main idea of the approach is to incorporate separate beta binomial distributions for each of the classes to generate balanced datasets that are further used to construct base learners that constitute the final...
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The beta distribution has traditionally been employed in the PERT methodology and generally used for modeling bounded continuous random variables based on expert’s judgment. The impossibility of estimating four parameters from the three values provided by the expert when the beta distribution...
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This paper introduces the "compound confluent hypergeometric" (CCH) distribution. The CCH unifies and generalizes three recently introduced generalizations of the beta distribution: the Gauss hypergeometric (GH) distribution of Armero and Bayarri (1994), the generalized beta (GB) distribution of...
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