[CrazyStat]

I'm not sure what exactly you're doing--binning the observations into ranges to run the chi square test?

In any case, it sounds like maybe it falls under the "if you're interested in things that are rare" paragraph in my post above. You can always design statistics that are arbitrarily hard to estimate. The things that we're typically interested in estimating in real life, though--averages, proportions, and similar--are typically estimable with reasonable sample sizes.