David Widmann

Yeah, some things could really be improved. Eg I think it would be good to get rid of the evaluation of JSON files and use proper Julia files instead, and...

E.g., [fit](https://github.com/JuliaStats/Distributions.jl/blob/master/test/fit.jl), [convolution](https://github.com/JuliaStats/Distributions.jl/blob/master/test/convolution.jl), [functionals](https://github.com/JuliaStats/Distributions.jl/blob/master/test/functionals.jl), [gradlogpdf](https://github.com/JuliaStats/Distributions.jl/blob/master/test/gradlogpdf.jl), and [pdf norm](https://github.com/JuliaStats/Distributions.jl/blob/master/test/pdfnorm.jl).

There's a general worry expressed in different issues that methods such as `expectation` silently return incorrect values due to the challenging nature of numerical integration and the simple, unsophisticated, and...

We missed this, and it actually already caused problems: https://github.com/JuliaStats/Distributions.jl/issues/1443

`LocationScale` is deprecated so we shouldn't add any new references for it: https://github.com/JuliaStats/Distributions.jl/pull/1453 Instead one should use `*` (scaling) and `+` (shifting) for affine transformations.

> `x∗y` and `x * y` would mean two very different things. I agree and therefore mentioned that this might be a problem. However, one should keep in mind that...

I disagree with 3., I don't think the choice here should affect the notation for affine transformations. They are separate things, and as discussed in the old issues related to...

I don't think one should add a custom DSL to Distributions, so I think such macros should not be added (in general, I think one should limit the use of...

I close the PR since, as mentioned above, the underlying functions are implemented in StatsFuns and there seem to be license issues.

I'm not familiar with the implementation of the `VonMisesFisher` sampler but I suspect that the `NaN`s arise in https://github.com/JuliaStats/Distributions.jl/blob/8887d7a16a2801dc869ab42ba03cad03efc5ed9d/src/samplers/vonmisesfisher.jl#L103: for `μ=[1.0, 0.0]` we have `v[1] = s = 0` in...