There are two different empirical CDFs which I have and I would like to evaluate how different they are. The place at which I started was Kolmogorov-Smirnov test - the result in my case looks like this (from the R ks.test)
Two-sample Kolmogorov-Smirnov test data: wr and j2 D = 0.2036, p-value = 1.965e-14 alternative hypothesis: two-sided
while it is okay to be able to say that they might not be from the same underlying distribution I was wondering whether the D reported porvides me with a measure of how dissimilar they are? Can I say that two distributions with D 0.4 are more dissimilar than with 0.2..?