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This is the user sandbox of Sean3000. A user sandbox is a subpage of the user's user page. It serves as a testing spot and page development space for the user and is not an encyclopedia article. Create or edit your own sandbox here.

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The Information Value is a method of Feature selection widely used in credit scoring^[1]. The formula is

$\sum _{i=1}^{n}\left(DistrGood_{i}-DistrBads_{i}\right)\times ln\left({\frac {DistrGood_{i}}{DistrBads_{i}}}\right)$

Age	Total Count of Customers	Count of Bads	Count of Goods	Distribution of Bads	Distribution of Goods	Information Value
Example	Example	Example	Example	Example	Example	Example
Example	Example	Example	Example	Example	Example	Example
Example	Example	Example	Example	Example	Example	Example
Example	Example	Example	Example	Example	Example	Example
Example	Example	Example	Example	Example	Example	Example
Example	Example	Example	Example	Example	Example	Example
Example	Example	Example	Example	Example	Example	Example
Example	Example	Example	Example	Example	Example	Example
Example	Example	Example	Example	Example	Example	Example

References

^ [[1]]Metric Divergence Measures and Information Value in Credit Scoring, Guoping Zeng

[1] [[1]]Metric Divergence Measures and Information Value in Credit Scoring, Guoping Zeng

[1]

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 <math>\sum_{i=1}^{n}\left (Distr Good_{i}-Distr Bads_{i}  \right ) \times ln\left (\frac{Distr Good_{i}}{Distr Bads_{i}}  \right )</math>
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 ==References==
 {{Reflist}}