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Bzip2 compressed files tend to be smaller, which is nice if you are on a slow connection. If you've got the bzip2 app installed, you should look for those as often as possible.
You don't have to. It's a delimiter, or option, to the tar command. When giving options to applications, in linux, it's supplied as -options. This is likely to decipher between another command and options to the aforementioned command.
But with tar, you don't have to:
tar xvjf
will work just as:
tar -xvjf
does.
Both are tarballs that are further compressed with either gzip compression or bzip2.
the dash (-) is used more as a convention and for compatibility with other UNIXes and is the standard of POSIX OS's. On the other hand GNU supports long options as in --help (preceded with a double dash)
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