Use _init_parmas for MCMCThreads and MCMCDistributed too #228

Job	Run time
test (1.6, ubuntu-latest, x86, 1)	4m 19s
test (1.6, ubuntu-latest, x64, 1)	4m 18s
test (1.6, macOS-latest, x64, 1)	4m 14s
test (1.6, windows-latest, x64, 1)	4m 6s
test (1, ubuntu-latest, x86, 1)	4m 19s
test (1, ubuntu-latest, x86, 2)	4m 18s
test (1, ubuntu-latest, x64, 1)	3m 59s
test (1, ubuntu-latest, x64, 2)	4m 20s
test (1, macOS-latest, x64, 1)	3m 59s
test (1, macOS-latest, x64, 2)	4m 14s
test (1, windows-latest, x64, 1)	3m 29s
test (1, windows-latest, x64, 2)	4m 11s
test (nightly, ubuntu-latest, x86, 1)	4m 17s
test (nightly, ubuntu-latest, x86, 2)	4m 18s
test (nightly, ubuntu-latest, x64, 1)	4m 17s
test (nightly, ubuntu-latest, x64, 2)	4m 16s
test (nightly, macOS-latest, x64, 1)	3m 59s
test (nightly, macOS-latest, x64, 2)	4m 15s
test (nightly, windows-latest, x64, 1)	4m 10s
test (nightly, windows-latest, x64, 2)	4m 36s
	1h 23m 54s

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