Research Article
Metric Divergence Measures and Information Value in Credit Scoring
| DF | | 0.01 | 0.025 | 0.05 | 0.25 | 0.5 | 0.75 | 0.9 | 0.95 | 0.975 | 0.99 |
| 1 | 0 | 0 | 0.001 | 0.004 | 0.1 | 0.45 | 1.32 | 2.71 | 3.84 | 5.02 | 6.64 | 2 | 0.01 | 0.02 | 0.051 | 0.1 | 0.58 | 1.39 | 2.77 | 4.61 | 5.99 | 7.38 | 9.21 | 3 | 0.072 | 0.11 | 0.22 | 0.35 | 1.21 | 2.37 | 4.11 | 6.25 | 7.81 | 9.35 | 11.3 | 4 | 0.21 | 0.3 | 0.48 | 0.71 | 1.92 | 3.36 | 5.39 | 7.78 | 9.49 | 11.1 | 13.3 | 5 | 0.41 | 0.55 | 0.83 | 1.15 | 2.67 | 4.35 | 6.63 | 9.24 | 11.1 | 12.8 | 15.1 | 6 | 0.68 | 0.87 | 1.24 | 1.64 | 3.45 | 5.35 | 7.84 | 10.6 | 12.6 | 14.4 | 16.8 | | | | | | | | | | | | | 10 | 2.16 | 2.56 | 3.25 | 3.94 | 6.74 | 9.34 | 12.5 | 16.0 | 18.3 | 20.5 | 23.2 | | | | | | | | | | | | | 18 | 6.26 | 7.01 | 8.23 | 9.39 | 13.7 | 17.3 | 21.6 | 26.0 | 28.9 | 31.5 | 34.8 |
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