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If I care about 'was this data generated by this specific distribution' then I'll quantize and do a chi-square. If I care about 'were these two datasets genera
by bigbillheck 4y ago
If I care about 'was this data generated by this specific distribution' then I'll quantize and do a chi-square.
If I care about 'were these two datasets generated by the same distribution' then I'll step back and ask 'why do I care?' and 'what will I do with the answer?' and then use a more specific test.