NO.PZ2016082405000015
问题如下:
Which of the following includes models in which the assigned score be interpreted as a probability of default?
选项: Parametric discrimination.
The k-nearest neighbor approach.
C.Support vector machines.
D.None of the above.
解释:
A Parametric discrimination is the use of an equation to assign a value to firms, and that value would indicate whether it falls into a default or non-default category. Included in this category of scoring models is the logit model, in which the score ran be interpreted as a probability.
参数判别法是通过probit模型来限定在0-1吗,那linear判别法也是属于参数判别法吧,那linear判别又是通过Z-score来算的,那这样不就是说明参数判别法里面不一定都是用这个default可能性来算的吧?