P-value of a fitted distribution to observation?

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I have an observation data set (of 300 observations). I fitted 5 different distribution on this data. I wish to check which distribution fits best to this observation. apart from using some goodness of fit measures (such as Root mean square or kolmograv-smirnov), i got to report the p value of my fitted distributions as well.
I dont understand this quite well. what does it mean to report a P value here? should i have different P value s for different goodness of fit measures, or should I have it between observation and distribution-based values? how should I calculate this mathematically?
I dont want a built in code in matlab, I want to know how it is done mathematically? should I sample from the data?
how big must the sample be? or is there any other procedure ? stat
  3 Comments
frankovaT
frankovaT on 18 Mar 2020
Dear Adam, Thanks for your comment, actually it hepled me through my ocnfusion.

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Answers (1)

Jeff Miller
Jeff Miller on 18 Mar 2020
kstest does return a p value as the second output. Maybe you are supposed to report that.

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