Consider two discrete probability distributions,
Event | ||
---|---|---|
A | 0.50 | 0.50 |
B | 0.30 | 0.30 |
C | 0.15 | 0.15 |
D | 0.04 | 0.045 |
E | 0.01 | 0.005 |
The [[Population stability index, (Jeffreys distance, PSI) | population stability index]] between distributions |
The Jensen-Shannon divergence is given as
We can calculate the contribution of each outcome
Event | PSI Contribution | JSD Contribution |
---|---|---|
A | 0 | 0 |
B | 0 | 0 |
C | 0 | 0 |
D | 0.0002385 | 0.000763 |
E | 0.0034655 | 0.00042475 |
Total | 0.003704 | 0.00118775 |