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Population Stability Index(PSI)

Population Stability Index

For each bin:

P S I i = ( A c t u a l % E x p e c t e d % ) × ln ( A c t u a l % / E x p e c t e d % ) PSI_i = (Actual\% - Expected\%)\times \ln(Actual\% / Expected\%)

Total:

P S I = ( P S I i ) PSI = \sum(PSI_i)

Result:

PSI Value Inference
<= 0.1 Insignificant change
0.1 – 0.25 minor change
> 0.25 Major shift in population