Non-parametric estimation of distance between groups

A numerical procedure is outlined for obtaining the distance between samples from two populations. First, the probability densities in the two populations are estimated by kernel methods, and then the distance is derived by numerical integration of a suitable function of these densities. Various such functions have been proposed in the past; they are all implemented and compared with each other and with Mahalanobis D-2 on several real and simulated data sets. The results show the method to be viable, and to perform well against the Mahalanobis D-2 standard.