In accordance with our invention, for two mixture-type probability distribution functions (PDF's), G, H,

##EQU1##

where G is a mixture of N component PDF's gi (x), H is a mixture of K component PDF's hk (x), i and k are corresponding weights that satisfy

##EQU2##

we define their distance, DM(G, H), as

##EQU3##

where d(gI, hk is the element distance between component PDF's gi and hk and w satisfie

ik0, 1iN, 1kK;

and

##EQU4##

The application of this definition of distance to various sets of real world data is demonstrated.

 
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