Is Barack Obama correct that mass killings don't happen in other countries?
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I'm pretty sure I'd rather be shot to death than hacked to death by a machete anyway. The implement (if there is any) doesn't matter as much as the result.
Review videos about the Tueller Drill (https://en.wikipedia.org/wiki/Tueller_Drill) and you may become less confident about your ability to try to escape an edged weapon.
All this mostly depends on how timely your reaction is to whatever's happening. Once you're a fair distance away, say the 21 foot metric of the Tueller Drill, against a bad marksman you probably have a pretty good chance; the average distance of gun fights as of some years ago was 7 feet.
If it's a few on your side you're not willing to abandon, it's entirely another matter and beyond the scope of our discussion.
If there's only one target, yourself, then if the one or more assailants are already within "critical distance" I personally don't think the difference between edged weapons and guns is "night and day", but I agree it's still quite big.