P
~ N(μ₁, σ₁²)
Q
~ N(μ₂, σ₂²)
D
KL
(P‖Q) =
0.0000
μ₁
mean of P
0.0
σ₁²
variance of P
1.0
μ₂
mean of Q
1.0
σ₂²
variance of Q
1.5
KL for univariate normals: \( D_{KL}(P\,\|\,Q) = \tfrac{1}{2}\big[(\sigma_1^2 + (\mu_1-\mu_2)^2)/\sigma_2^2 - 1 + \ln(\sigma_2^2/\sigma_1^2)\big] \)