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Population Stability Index(PSI)

Updated: 2021-11-19

Population Stability Index

For each bin:

PSIi=(Actual%−Expected%)×ln⁡(Actual%/Expected%)PSI_i = (Actual\% - Expected\%)\times \ln(Actual\% / Expected\%)

Total:

PSI=∑(PSIi)PSI = \sum(PSI_i)

Result:

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