sample was drawn from the particular distribution, at some specified significance level <span class="math inline">\(\alpha\)</span>. This is precisely what we are doing when we perform hypothesis testing.</p>
<p>Unfortunately, in many real scenarios we don‚Äôt have enough information. There could be</p>
<ul>
<li>A lack of reasonable justification for a model choice (e.g., why should we always expect a feature to be modeled well by Gaussians even if it has worked well so far on limited samples?)</li>
<li