NO.PZ2023091601000109
问题如下:
A risk manager is evaluating the performance of two separate default
prediction models for a sample of corporate loans in particular town. The
models predict that the borrower will default or not default in the following
year, which is then compared with the outturn as summarized in the following
tables:
a. Using the data in the tables above, calculate the true positive and
true negative rates as well as the precision and accuracy for each model.
b. Comment on the differences between the models.
选项:
解释:
为啥预测和真实都为default的时候,不是TN啊?这个negative和positive是怎么看的啊?