I hope this isn't a silly question. Let's say I have some arbitrary continuous distribution. I also have a statistic, and I'd like to use this arbitrary distribution to get a p-value for this statistic.

I realize that in R it's easy to do this as long as your distribution fits one of the built-in ones, like if it's normal. But is there an easy way to do this with any given distribution, without making that kind of assumption?