A dissimilarity based on relevant population features

Abstract

In this paper a dissimilarity index between statistical populations is pro-posed without the hypothesis of a specific statistical model. We assume that the studied populations differ on some relevant features which are measured trough convenient parameters of interest. We assume also that we dispose of adequate estimators for these parameters. To measure the differences be-tween populations with respect the parameters of interest, we construct an index inspired on some properties of the information metric which are also presented. Additionally, we consider several examples and compare the ob-tained dissimilarity index with some other distances, like Mahalanobis or Siegel distances.