Added a few statistical distances

Added Chi-square, Bhattacharya, and Intersection distances to compare distributions.
Can we un-tex this a bit? This is pretty hard to read. 

Where is this definition? Wikipedia has it 
- \log(\sum_i { \sqrt( p_i q_i)} )
You seem to be giving the Hilinger distance? https://en.wikipedia.org/wiki/Hellinger_distance