For confusion Matrix, in recently case4, is the TP(a) always equal to 8535, and TN always equal to 1954 no matter which credit threshold is choose? for example, when cut off credit score is 300, the a=8535. when cut off credit score is 500, the a=8535. Is it correct?
How come? I think it’s impossible. The counts of predicted Good and Bad depend on the cut-off values. If you change it, the TP/FP must change then we can get a curve.