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Added setup.py #4

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AndreasGerken
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I added a simple setup.py to your package so that it's easily installable and usable in other projects.
I wasn't sure about your preferred naming, so feel free to rename everything.

Added install and usage paragraph to README.md

@AndreasGerken
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Added figure to show issues with overestimation of kl divergence when sample sizes are different.

@nhartland
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Thanks @AndreasGerken! (and apologies for the slow reply!). This looks great (and interesting result on the systematic overestimation, I wasn't aware of that effect.)

Could you remove the ipynb checkpoints (and maybe at that to the .gitignore)?
Otherwise looks good to go.

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