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[ENH] adapter for `scipy` distributions
Adapting scipy distributions is very formulaic and could easily be dealt with by an adapter class. This also avoids duplication in implementation efforts, as scipy is a core dependency.
This may require some abstraction around methods, but it seems mostly like a delegator class, as scipy does its own broadcasting.
Further discrepancies to be mindful of:
energyand similar integrals are not implemented inscipy- the class parameterization is different,
scipyuses class methods whereasskprouses__init__based parameterization
Good first issue with a design/architecture flavour, can be leveraged to cover a lot of ground in https://github.com/sktime/skpro/issues/22.