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Add documentation on difference between MSAL and azure.identity #299

Description

While developing an application, which uploads data to a blob storage and requires authentication, I was wondering what the best Azure authentication module is in Python since there is two:

For me it's difficult to understand the difference between the two, and to decide when to use which one since there is quite some overlap. On the internet I couldn't find any discussions or documentation on the difference. It would be nice to know what the best practice is when using Python to authenticate to Azure. Can you explain the difference or add documentation? Thanks.

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