Hi,
I added Bhattacharyya and Hellinger distances to Distance.jl and submitted a pull request: https://github.com/JuliaStats/Distance.jl/pull/23 but if someone is eager it is available in my fork: https://github.com/robertfeldt/Distance.jl These distances between probability distributions are quite useful, for more info see: http://en.wikipedia.org/wiki/Bhattacharyya_distance I hope someone finds them useful, Robert Feldt
