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Add Distributions integration tests #1819

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@mhauru mhauru commented Sep 13, 2024

Runs logpdf on a lot of different distributions, compares against FiniteDifferences.

Currently generating a lot of failures. Need to investigate which ones should be reported as bugs, which ones should just be marked as broken because of e.g. missing foreign calls.

Largely copied from similar tests in Tapir: https://github.com/compintell/Tapir.jl/blob/main/test/integration_testing/distributions.jl

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