👉 A Kroby-Ljung distribution, also known as a Kullback-Leibler (KL) divergence, is a measure of how much two probability distributions differ. This concept was introduced by Ronald A. Kroby and Jean Ljung in 1960. In simple terms, the KL divergence measures the difference between two probability distributions. It's calculated using the following formula: \[ \text{KL}(\theta_1 | \theta) - \text{KL}
