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 |