Tell to use nosetests if theano-nose is not present

doc/extending/unittest.txt

@@ -81,6 +81,12 @@ able to execute it if you installed Theano using pip, or if you ran
 not found by your shell, you will need to add ``Theano/bin`` to your
 ``PATH`` environment variable.
 
+.. note::
+
+    In Theano versions <= 0.5, ``theano-nose`` was not included.  If you
+    are working with such a version, you can call ``nosetests`` instead
+    of ``theano-nose`` in all the examples below.
+
 Running all unit tests ::
 
     cd Theano/theano

doc/install.txt

@@ -328,6 +328,14 @@ You should be able to execute it if you followed the instructions above.
 If ``theano-nose`` is not found by your shell, you will need to add
 ``Theano/bin`` to your ``PATH`` environment variable.
 
+.. note::
+
+    In Theano versions <= 0.5, ``theano-nose`` was not included.  If you
+    are working with such a version, you can call ``nosetests`` instead
+    of ``theano-nose``. In that case, some tests will fail by raising
+    the KnownFailureTest Exception, and will be considered as errors,
+    but they are nothing to worry about.
+
 .. note::
 
     The tests should be run with the configuration option :attr:`~config.device`
@@ -1020,6 +1028,15 @@ This will run tests in batches of 100, which should avoid memory errors.
 Note that this script calls ``nosetests``, which may require being run from
 within an MSYS shell if you installed Nose manually as described above.
 
+.. note::
+
+    In Theano versions <= 0.5, ``theano-nose`` was not included.  If you
+    are working with such a version, you can call this command instead:
+
+    .. code-block:: bash
+
+        python theano/tests/run_tests_in_batch.py
+
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