Let's consider a situation when you have a new data set. You bought it, got it from some external source of yours, etc. The important fact is that this is a new dataset, and you are not familiar with it. In fact, you barely understand the semantics of the columns. From where would you begin?…

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## Why statistical homogeneity is important

When we are about to apply any apparatus from probability theory, we must perform a very important test - we must check that our data represents a single process. Only when this check is done, we can call values "random variable" and apply statistics to it. This need is usually overlooked. And, eventually, models became…

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