Metric Divergence Measures and Information Value in Credit Scoring

Table 1

Chi-square table.

DF	𝑃=0.005	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