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[DOC] extension template for probability distributions #23

@fkiraly

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@fkiraly

We should write an extension template for probability distributions - possibly we may like to do this after some of the improvements in #21
which will change the extender contract slightly.

This should look similar to the sktime extension templates:
https://github.com/sktime/sktime/tree/main/extension_templates

From @alex-jg3 in #21, it is important to highlight the interplay between the tags (what is exact/approximate?) and the option to not implement certain methods: There are four cases:

  • method must be implemented, or one out of k methods must be implemented
  • method need not be implemented as there is a default, but can be, to replace a less accuate or less efficient default

combined with:

  • method results in numerically exact return
  • method return is approximate

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