[FEATURE] Add empirical coverage plot to diagnostics

[lasse-meixner]

Motivation
The existing diagnostic plots, such as the rank histograms and ECDF plots are very useful to notice problems in the model (plus what kind of mismatch you see: if the model is overestimating, or being too certain, etc). But based on the ranks or their deviation from uniformity alone it is not clear how bad the consequences are for inference.

Suggestion

It would be nice to have equally easy access to the empirical coverage diagnostic which shows the coverage of the central posterior credible intervals on simulated datasets, which is for example also implemented in the SCB R package as explained in this vignette.

I imagine something like this (from the Linear_Regression_Starter.ipynb example)