I have two sets of data and I want to determine whether they come from similar distributions or not so I am using the Kolmogorov-Smirnoff Test.
So I understand that if I get a p-value of less than 0.05 I can say that i'm 95% confident that they come from different distributions?
So my question is if I get a p-value of 0.33 am I 67% confident that they come from different distributions? Is that a correct interpretation?
And conversely, how do I say how confident I am that they come from the same distribution, do I need a different test for that? Or is it just the inverse of above?