Jakub Ślęzak

I was just looking at the internals of this library, checking other things and I noticed this. Unfortunately, `KernelDensity.jl` was not designed with such features in mind. It does not...

Thanks!

Bump. Is there an interest in this? Stable distributions seem an important class for me (depends on the background I guess) and they are provided e.g., in SciPy and Matlab.

@simsurace I've added tests. I hope there will be someone with will/time to supervise merging it. At least, the "competition" in other languages have this feature.

@devmotion Could I ask for an update on this? Currently I don't know even if this commit fits and may potentially be merged. If there'd be no reasonable horizon on...

Update: this functionality is currently available using [StableDistributions.jl](https://github.com/jaksle/StableDistributions.jl) package.

I mentioned this in Issue #1701. For sure docstring for Beta should be removed, but currently fit has no general docstring for a distribution fit. The question is should it...