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Optimal Thresholds from Mixture Distributions
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 Title & Authors
Optimal Thresholds from Mixture Distributions
Hong, Chong-Sun; Joo, Jae-Seon; Choi, Jin-Soo;
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 Abstract
Assuming a mixture distribution for credit evaluation studies, we discuss estimating threshold methods to minimize errors that default borrowers are predicted as non defaults or non defaults are regarded as defaults. A method by using statistical hypotheses tests, the most powerful test and generalized likelihood ratio test,
 Keywords
Accuracy;CAP;default;discriminatory;error;likelihood ratio;most powerful;ROC;score;threshold;true rate;
 Language
Korean
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