I'm using a single classifier on two different datasets, consisting of non-overlapping set of observations. The performance on one dataset is higher than the other, and I want to show that the difference is statistically significant (or not). What test can I use for this? A reference to Python function would be great.
Please note that I'm not comparing two classifiers on a single dataset, but a single classifier on two datasets. Hence, the difference is on the separability of the datasets.