In a data mining project, I have a categorical variable $C$ which takes possible values $c_i$ and the outcome variable is continous.
When I plot the conditional probability distribution of the outcome variable given $c_i$ i.e. $P(O|c_i)$ I get similar distributions for some of the categories e.g. $P(O|c_k)$ is $N(0,1)$ for $k=1,2,3$.
Am I elligible to combine these similar groups together in this case?
Note that I have many other categorical and continuous variables.