julia> ka = KeyedArray(rand(3), down=["a", "b", "c"]);

julia> mvn = MvNormal(ka, [1, 1, 1]);

julia> mean(mvn)
1-dimensional KeyedArray(NamedDimsArray(...)) with keys:
↓   down ∈ 3-element Vector{String}
And data, 3-element Vector{Float64}:
 ("a")  0.8185032515167808
 ("b")  0.2940895403871865
 ("c")  0.7714754947104043

julia> kd = KeyedDistribution(mvn, [1, 2, 3]);

julia> mean(kd)
1-dimensional KeyedArray(NamedDimsArray(...)) with keys:
↓   _ ∈ 3-element Vector{Int64}
And data, 3-element Vector{Float64}:
 (1)  0.8185032515167808
 (2)  0.2940895403871865
 (3)  0.7714754947104043