A dissimilarity based on relevant population features

In this paper a dissimilarity index between statistical populations is proposed without the hypothesis of a specific statistical model. We assume that the studied populations differ on some relevant features which are measured through convenient parameters of interest. We assume also that we dispose of adequate estimators for these parameters. To measure the differences between populations with respect to 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 obtained dissimilarity index with some other distances, like Mahalanobis or Siegel distances.