DISTANCE MEASURE FOR PROBABILITY DISTRIBUTION FUNCTION OF MIXTURE TYPE

In accordance with our invention, for two mixture-type probability distribution functions (PDF's), G, H, where G is a mixture of N component PDF's gi (x), H is a mixture of K component PDF's hk (x), μi and γk are corresponding weights that satisfy we define their distance, DM(G, H), as where d(gI, hk is the element distance between component PDF's gi and hk and w satisfieωik≧0, 1≦i≦N, 1≦k≦K;and The application of this definition of distance to various sets of real world data is demonstrated.