In order to calculate the distance between two 1-D histograms, they must have the same number of bins. I'm wondering if it's preferable to have more or fewer bins for such calculation.
For example, suppose the Freedman-Diaconis estimator (or another estimator, e.g., Sturges' rule) yields a histogram
A with 9 bins and a histogram
B with 8 bins. I'd like to calculate the Jensen-Shannon distance between them. Should I increase the number of bins of histogram
A to 9, or decrease the number of bins of
B to 8? By "increasing" or "decreasing" the number of bins I mean recomputing the histograms with the new number of bins. Any other suggestions are welcome.