Here c = empirical 0.50 quantile (median) for sum of n Paretos: And we're doing 10 million simulations of each sum. Really 10 million; i.e. when n=5, we're actually generating 50 million Paretos altogether, 5 for each sum. n = 2 a = 0.5 c = 14.94038 n = 2 a = 0.6666667 c = 8.624624 n = 2 a = 1 c = 5.109139 n = 2 a = 1.5 c = 3.664906 n = 5 a = 0.5 c = 89.23954 n = 5 a = 0.6666667 c = 37.2884 n = 5 a = 1 c = 16.89877 n = 5 a = 1.5 c = 10.60077 n = 10 a = 0.5 c = 351.0256 n = 10 a = 0.6666667 c = 111.268 n = 10 a = 1 c = 40.4931 n = 10 a = 1.5 c = 23.00139 n = 20 a = 0.5 c = 1392.249 n = 20 a = 0.6666667 c = 327.3599 n = 20 a = 1 c = 94.74584 n = 20 a = 1.5 c = 48.97829 n = 50 a = 0.5 c = 8654.798 n = 50 a = 0.6666667 c = 1345.801 n = 50 a = 1 c = 283.0764 n = 50 a = 1.5 c = 130.0214 n = 100 a = 0.5 c = 34628.25 n = 100 a = 0.6666667 c = 3882.272 n = 100 a = 1 c = 636.17 n = 100 a = 1.5 c = 268.7346