Gauss-Laguerre for exponential

I found that in many cases using Gauss-Laguerre for calculating expectations of an exponential distribution was very imprecise for many functions.

We may want to warn about things like that, depending on your perspective @tpapp in https://github.com/QuantEcon/Expectations.jl/blob/master/docs/src/index.md?plain=1#L111-L112 etc.

I believe the issue is that when it adds in extra nodes they are often exploring the tail whereas for many functions of interest the key variation is closer to the mean. There may be a theoretical point on this in numerical analysis?

@copilot can you comment on properties of $f(X)$ where Gauss-Laguerre would behave poorly for exponential $X$ using the transformation in https://github.com/QuantEcon/Expectations.jl/blob/master/src/iterable.jl#L206-L213

@copilot If this is a bug in the code rather than an issue with the math, provide a PR with a suggested fix.