[R] Measure Difference Between Two Distributions

[Lorenzo Isella]

Dear All,
Suppose you are given two distributions (or better: two equally-sized 
lists of data); how can you evaluate the difference between them?
I need something like an overlap measure of the two (let us say 0 == no 
overlap and 1== complete overlap). I should add that there is a 1-1 
correspondence of the data in the two distributions (they are ordered 
lists and e.g. the third element in the first distribution "matches" the 
third element in the second distribution).
The two distributions are not analytical (I mean they do not belong to 
any well known family).
I wonder if mutual information could be what I am looking for.
Cheers

Lorenzo