statistics

I just discover that we have a helper function to validate scalar:
https://scikit-learn.org/stable/modules/generated/sklearn.utils.check_scalar.html

Since this helper could help to get consistent error types and messages, I was wondering if we could make a long-running issue to introduce this helper everywhere possible.

I think this could be a good issue for first contributors and short spr

Collection of follow-ups to #5827. These can/should be broken out into individual PRs. Many are relatively straightforward and would make a good first PR.

General

• Documentation (none was added in original PR).
• Release notes.
• Example notebook.
• Double-check how sm.tsa.arima.ARIMA works with fix_params (it should fail except when the fit method is statespace

See:
gonum/gonum#845 (comment)

tfd.Categorical.quantile not working

Since the default output is meant to be human-readable, would it make sense to add thousands separators to make the output more easily readable?