You should wean yourself from relying solely on P-values. See the statement from the American Statistical Association.
What do you mean by "error" ? Maximum difference between the CDF's? Area between the PDF's? Difference in means? You might want to ask this question first on CrossValidated and then back here for implementation in Mathematica.
Dear Jim,
I meant to calculate the area difference between the two curves as below: Error= Area der model -Area under data Fortunately, I found the solution.Thank you .
If possible, please let me know, it is possible to estimate the p-value?
