Statistical power estimation in Extreme Value Theory

These files contain the code (three executables in total) and the results carried out by that code. It provides the statistical power analysis and its sensitivity for Kolmogorov-Smirnov (KS), Anderson-Darling (AD) and the Modified Anderson-Darling (MAD) tests for Extreme Value (EV) distributions. The power is estimated via a Monte Carlo approach with 10^9 samples, under "case 0" conditions. The tests were performed varying the reference distribution, the sampling distribution, the sample size and the critical value. The sensitivity analysis was performed on the shape parameter of EV distribution.本数据集包含代码（共计3个可执行文件）与该代码运行生成的对应结果。针对极值分布（Extreme Value, EV）下的柯尔莫哥洛夫-斯米尔诺夫检验（Kolmogorov-Smirnov, KS）、安德森-达令检验（Anderson-Darling, AD）以及修正安德森-达令检验（Modified Anderson-Darling, MAD），本数据集提供了统计功效分析及其敏感性分析。统计功效通过蒙特卡洛（Monte Carlo）方法估算，采样量为10^9，实验基于“case 0”条件开展。本次检验通过调整参考分布、采样分布、样本量与临界值完成。敏感性分析则针对极值分布的形状参数展开。