Merge pull request JuliaLang#427 from mschauer/kl

Use Wikipedia's language in the docstring to kldivergence.

src/scalarstats.jl

@@ -509,8 +509,10 @@ crossentropy(p::AbstractArray{T}, q::AbstractArray{T}, b::Real) where {T<:Real}
 """
     kldivergence(p, q, [b])
 
-Compute the Kullback-Leibler divergence of `q` from `p`, optionally specifying
-a real number `b` such that the divergence is scaled by `1/log(b)`.
+Compute the Kullback-Leibler divergence from `q` to `p`,
+also called the relative entropy of `p` with respect to `q`,
+that is the sum `pᵢ * log(pᵢ / qᵢ)`. Optionally a real number `b`
+can be specified such that the divergence is scaled by `1/log(b)`.
 """
 function kldivergence(p::AbstractArray{T}, q::AbstractArray{T}) where T<:Real
     length(p) == length(q) || throw(DimensionMismatch("Inconsistent array length."))