Consider removing `test_distributions.py` from arviz-compatibility workflow

[ricardoV94]

This job usually takes more than 45-50 minutes in MacOS, while all others jobs (Ubuntu/Windows/MacOs) take less than 30 minutes, so we end up in fact always waiting for this one. This divergence is pretty clear here:

Blue: arviz-compatibility.yml
Orange: pytest.yml (includes all tests in arviz-compatibility.yml and more)

Obtained from https://share.streamlit.io/koaning/gitlit/main

We could consider replacing this test by something else, perhaps a more CI-like suite of tests as opposed to this number crunching one, which is already covered in pytest.yml (Ubuntu 18.04 only).

[parthb83]

Hey @ricardoV94! Do you want to remove test_distributions.py only from the macOS-latest workflow or from the ubuntu-latest workflow as well in arviz_compat.yml?

[ricardoV94]

We could remove from both, but more importantly we should think what tests to use instead

[parthb83]

So should we create a new test or replace it with an existing one? If we replace it with an existing one, which test/set of tests would be better according to you?

[michaelosthege]

There are good reasons to combine all workflows into one (#5041) and then we could easily shift tests around to reduce wall-clock runtime.
For test_distributions.py in particular I think it should be split up into 2-3 parts. Then we could run parts on different operating systems.

[ricardoV94]

We could split the distribution tests according to their modules: discrete, continuous, multivariate