Let say I observe a phenomenon an I get its PDF. Then I come up with two models to simulate this phenomenon. From these models, I can get a PDF and I want to know which model is better. So I have:

 - One sample from observation giving `PDF1`,
- One sample from the first model giving `PDF2`,
- One sample from the second model giving `PDF3`.

I am not a statistician, so from my findings I have to use a Kolmogorov-Smirnov test to assess if two PDFs can be considered "equal".

Thus, I compute two-sample Kolmogorov-Smirnov test with `PDF1` vs `PDF2` giving `pvalue1` and from `PDF1` vs `PDF3` giving `pvalue2`. 

Can I compare the two `pvalues`? If `pvalue1 < pvalue2`, can I say that the first model is better?

Or maybe this approach is wrong, so how to tell which model is better at getting the PDF (only the PDF, I know about Q2 and this is not what I am looking for)?