Isn't Nicole Kidman a little too tall to play Arbus, who was of small stature?
Concerning Arbus' suicide... she suffured from depression for many years. Her mother also had this affliction as well as her brother (I think).
If you haven't read her biography, some of her work may appear explotive. But she was an extemely shy person and to approach some of her subjects, she had to really dig deep to get the courage to do so.