jeffjiang0831的博客

https://zhuanlan.zhihu.com/p/79741011

Score Card Definition (Part 1) Prob of customer default (PD): p(Y=1∣x)=p p(Y=1|x) = p p(Y=1∣x)=p Prob of customer not default: p(Y=0∣x)=1−p p(Y=0|x) = 1-p p(Y=0∣x)=1−p Odds, bad/good: odds=p1−p odds =...