diff --git a/docs/src/multivariate.md b/docs/src/multivariate.md
index c4e7c17646..a4a077ef09 100644
--- a/docs/src/multivariate.md
+++ b/docs/src/multivariate.md
@@ -31,8 +31,8 @@ entropy(::MultivariateDistribution, ::Real)
 
 ```@docs
 insupport(::MultivariateDistribution, ::AbstractArray)
-pdf(::MultivariateDistribution, ::AbstractArray)
-logpdf(::MultivariateDistribution, ::AbstractArray)
+pdf(::Distribution{ArrayLikeVariate{N}}, x::AbstractArray{<:Real,M}) where {N,M}
+logpdf(::Distribution{ArrayLikeVariate{N}}, x::AbstractArray{<:Real,M}) where {N,M}
 loglikelihood(::MultivariateDistribution, ::AbstractVector{<:Real})
 ```
 **Note:** For multivariate distributions, the pdf value is usually very small or large, and therefore direct evaluation of the pdf may cause numerical problems. It is generally advisable to perform probability computation in log scale.
diff --git a/docs/src/univariate.md b/docs/src/univariate.md
index 0b2c48c6ea..914cab2f08 100644
--- a/docs/src/univariate.md
+++ b/docs/src/univariate.md
@@ -73,7 +73,7 @@ pdfsquaredL2norm
 insupport(::UnivariateDistribution, x::Any)
 pdf(::UnivariateDistribution, ::Real)
 logpdf(::UnivariateDistribution, ::Real)
-loglikelihood(::UnivariateDistribution, ::AbstractArray)
+loglikelihood(::UnivariateDistribution, ::Real)
 cdf(::UnivariateDistribution, ::Real)
 logcdf(::UnivariateDistribution, ::Real)
 logdiffcdf(::UnivariateDistribution, ::Real, ::Real)
diff --git a/src/univariates.jl b/src/univariates.jl
index b60e5a2949..5778a84670 100644
--- a/src/univariates.jl
+++ b/src/univariates.jl
@@ -326,7 +326,13 @@ logpdf(d::UnivariateDistribution, x::Real)
 # extract value from array of zero dimension
 logpdf(d::UnivariateDistribution, x::AbstractArray{<:Real,0}) = logpdf(d, first(x))
 
-# loglikelihood for `Real`
+"""
+    loglikelihood(d::UnivariateDistribution, x::Real)
+
+Evaluate the logarithm of the likelihood at `x`.
+
+See also: [`logpdf`](@ref).
+"""
 Base.@propagate_inbounds loglikelihood(d::UnivariateDistribution, x::Real) = logpdf(d, x)
 
 """