In statistics, Kolmogorov–Smirnov test is a popular procedure to test, from a sample is drawn from a distribution , or usually , where is some parametric distribution. For instance, we can test (where ) using that test. More specifically, I wanted to discuss today -values. Given let us draw samples of size , and compute the -values of Kolmogorov–Smirnov tests n=300 p = rep(NA,1e5) for(s in 1:1e5){ X = rnorm(n,0,1) p[s] = ks.test(X,“pnorm”,0,1)\$p.value } We can visualise the distribution of the -values below (I … Con …