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Ranking Analysis for Expectation of Binary Outcomes. A Bayesian Approach by Yang
- Item No : 146651354877
- Condition : Brand New
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- Seller : the_nile
- Current Bid : US $48.71
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* Item Description
- However, there are often discussions within the institutions about the comparison between the grade PDs, the portfolio average PD calculated across grades and the observed Default Rate (DR). The Bayesian estimator for the grade PD based on different prior distribution assumption is often referred to as an alternative over the simple default rate.
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