MeasureTheory.jl
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Add methods for `logdensity_def(::Normal, ::Normal, x)`
julia> using Symbolics
julia> @variables μp σp μq σq x;
julia> logdensity_rel(Normal(μp,σp), Normal(μq,σq), x) |> simplify
(1//2)*(((x - μq) / σq)^2) - (1//2)*(((x - μp) / σp)^2)
Note that it simplifies more than this (Factor out the 1/2, then it's a difference of squares).
We can make this efficient by adding logdensity_def
methods