Algorithm 4 Realisation of Algorithm 1

1:$n:=1$ 2:while n ≤ 5000 do 3:   Generate independently and uniformly n random points on the unit interval $[0,1]$; 4:   Calculate ${\mathbf{T}}_n^{\left(a\right)}$ according to Algorithm 1 for $\rho =\frac{1.8}{n}$ and $s=\frac{0.5}{n};$ 5:   Insert the points $(n,T_n^{\left(a\right)})$ into the chart; 6:   $n:=n+1$ 7:end while