Fixes:
* typo in Scala example
* Removed comment "usually applied on sparse data" since that is debatable
* small edits to text for clarity

CC: avulanov  I noticed a typo post-hoc and ended up making a few small edits.  Do the changes look OK?

Author: Joseph K. Bradley <joseph@databricks.com>

Closes #4732 from jkbradley/chisqselector-docs and squashes the following commits:

9656a3b [Joseph K. Bradley] added Java example for ChiSqSelector to guide
3f3f9f4 [Joseph K. Bradley] small fixes to ChiSqSelector docs