[feature request] Generic fallback for non-supported distributions ?

It would be neat if there was a generic fallback for non-supported distributions. I can come up with a simple solution for continuous distributions:

# fallback for UnivariateContinuousDistribution
import Cubature
pcubature(x * Distributions.pdf(X,x), minimum(X), maximum(X))

but i need to think a bit more for discrete infinite supports.

Edit: There is ageneric fallback in Distributions.jl implemented there: https://github.com/JuliaStats/Distributions.jl/blob/master/src/functionals.jl

So maybe this is just an interface issue, Expectations.jl should not throw when it does not know the distribution but simply use the Distributions.jl one. Thanks @devmotion for the link.

Start by reading Distributions.jl's src/functionals.jl, which the issue identifies as having a generic fallback, then inspect how Expectations.jl handles unsupported distributions. Compare the continuous and discrete-support cases described here. Done means unsupported distributions use the appropriate generic behavior instead of raising the current interface error.