feature requesthelp wantedrequest discussion
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#7530 added a helper to compute the closed-form mean of a distribution, and #8084 adds variance.
One last useful helper that pops up in applications is the entropy. It's used in ML as a regularization term (e.g. in reinforment learning models that learn a policy function like DDPG), and can be used to pick priors (e.g. in pz.maxent.
It could be nice to have these around. I'm marking as request discussion because I realize by adding all these different moments and statistics we're going down a bit of a rabbit hole, and maybe someone wants to step in and say stop now.