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Non parametric tests work great with small sample size data. Now suppose I have a large sample size of 10 million samples that are not normally distributed. Will non parametric tests work in this case?

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    $\begingroup$ All commonly-used tests work better with more data, no worries there. $\endgroup$ – jbowman Jan 29 '19 at 19:01
  • $\begingroup$ What do you mean by "work great with small samples"? $\endgroup$ – Joel W. Jan 29 '19 at 20:35
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    $\begingroup$ Could you please be a bit more specific about why you think that non-parametric tests might perform poorly with large data sets? $\endgroup$ – EdM Jan 29 '19 at 22:20
  • $\begingroup$ I was doubtful that non parametric tests only work for low sample size. $\endgroup$ – Rishi Sharma Jan 31 '19 at 18:56
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    $\begingroup$ I'd add a rider: Most tests are irrelevant with very large samples. If work well means "work as designed if conditions are appropriate", the answer is Yes. If it means tell you something useful, the answer is often closer to No. $\endgroup$ – Nick Cox Jan 31 '19 at 19:03
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All commonly-used tests work better with more data.

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