JuliaMath / JuliaMath/MeasureTheory.jl

Implement the sampler interface?

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Description

If we implement the `Random.Sampler` interface, then we can draw IID samples from the distributions: https://docs.julialang.org/en/v1/stdlib/Random/#Generating-random-values-of-custom-types. Distributions tends to make scalar and array distributions return `Array`s, but should we instead return a vector of draws, e.g. a vector of arrays?

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