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[ENH] mean-scale family of distributions, composite #282

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@fkiraly fkiraly commented Apr 25, 2024

This PR adds a composite distribution, the mean-scale family of distirbutions.

While inherently useful, this is also used as a development case for composite distribution where parameters are broadcast alongside component distributions, and the test framework around this case.

@fkiraly fkiraly added enhancement module:probability&simulation probability distributions and simulators labels Apr 25, 2024
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fkiraly commented Apr 25, 2024

Work in progress:

  • add tests for general case
  • ensure broadcasting works
  • test mean-scale of standard normal against normal with mu, sigma

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