I'm wondering where the relative probabilistic distance or Jaccard distance was first studied: $$d(A,B) =\mathbb P(\overline A\cup\overline B\mid A\cup B)$$ where $\overline A$ is the complement of $A$.
A web search turned up this:
@TechReport{Yianilos91, author = "Peter N. Yianilos", title = "Normalized Forms for Two Common Metrics", institution = "NEC Research Institute", year = {1991,2002} }
which contains a detailed proof that $d $ obeys the triangle inequality, but surely that was discovered prior to 1991?
Update: On a seemingly related note, Cathy O'Neil mentions at 5:00 in Deciphering recommendation engines, http://youtu.be/lzavwJy1SgQ that $$\mathbb P(A\mid A\cup B)$$ is a mathematically interesting notion of closeness.