I am currently writing my Master's Thesis and I have a question in regards to the Kolmogorov-Smirnov test (ks.test in R), Anderson-Darling test (ad.test in R), and Wilcox/Mann-Whitney U test (wilcox.test in R).
With KS and AD I am testing whether two samples are drawn from the same distribution and with the MWU test I am testing the means of two samples.
However, I was wondering whether I can actually draw any conclusions/interpret the respective test statistics themselves (not p-values)? Could anyone provide me with an explanation and maybe with an economic intuition when I analyze return data?
Many thanks for your help, highly appreciated!