rm(list=ls()); set.seed(123) alpha = 1.5; #generate data N = 100; U = matrix(runif(N),,N) x = matrix(c(as.vector(-log(U))^(1/alpha)),1); y = matrix(c(sort(1-exp(-x))),1); i = matrix(c(1:N),1); plot(y,i/N,type='s',col="red"); lines(matrix(c(0,1),1),matrix(c(0,1),1),col='blue'); dn_up = max(abs(y-i/N)); dn_down = max(abs(y-(i-1)/N)); dn = max(dn_up, dn_down); j=matrix(-40:40,1); p1 = 1-sum((-1)^j*exp(-2*(j*sqrt(N)*dn)^2)); p2=ks.test(y,punif)$p.value; K = 1000; DN=matrix(,1000) for (k in 1:K) { i = matrix(c(1:N),1); y=matrix(as.matrix(sort(matrix(c(matrix(c(runif(N)),1)),1))),1); DN[k] <- max(max(abs(y-i/N)), max(abs(y-(i-1)/N))); } p = sum(DN>=dn)/K; p1 p2 p