a = 0.66 , b=1. e = Estimated .02 quantile, s = Simulated .02 quantile, from 10,000 simulations (each summing n Paretos). n: e: s: -------------------------------------- 1 1.041255 1.031978 1.008989 2 2.391653 2.372142 1.008225 3 4.10726 4.06871 1.009475 4 6.158219 6.105967 1.008558 5 8.518121 8.539254 0.9975253 6 11.16581 11.18924 0.997906 7 14.08406 14.20173 0.991714 8 17.25850 17.27713 0.9989216 9 20.67693 20.59555 1.003951 10 24.32879 23.76507 1.023721 11 28.20487 28.60439 0.9860329 12 32.29696 32.92039 0.9810627 13 36.59777 36.84884 0.9931867 14 41.10071 41.76429 0.9841112 15 45.79978 45.18373 1.013634 16 50.68954 52.3048 0.9691182 17 55.76495 55.62889 1.002446 18 61.02141 62.06657 0.9831606 19 66.45462 65.9444 1.007737 20 72.06059 72.80893 0.9897219 21 77.83561 79.39319 0.9803815 22 83.7762 83.348 1.005137 23 89.87908 88.16798 1.019407 24 96.14118 99.14334 0.969719 25 102.5596 103.0103 0.9956244 26 109.1316 109.2637 0.9987908 27 115.8545 117.1442 0.9889904 28 122.7260 124.0277 0.9895044 29 129.7436 129.8648 0.9990663 30 136.9051 136.9326 0.999799 31 144.2084 145.4321 0.9915858 32 151.6514 153.5017 0.987946 33 159.2322 160.0864 0.9946642 34 166.9489 168.9113 0.9883819 35 174.7997 177.5739 0.9843776 36 182.7829 184.7596 0.9893016 37 190.8969 188.8900 1.010625 38 199.1400 203.028 0.9808497 39 207.5106 206.0564 1.007058 40 216.0075 217.9299 0.9911788 41 224.6290 221.9341 1.012143 42 233.3738 234.2105 0.9964273 43 242.2405 247.347 0.979355 44 251.228 246.8319 1.017810 45 260.3349 261.093 0.9970964 46 269.56 273.7943 0.9845349 47 278.9022 286.0981 0.9748481 48 288.3603 289.5806 0.9957858 49 297.9331 301.9520 0.9866905 50 307.6197 303.9783 1.011979 51 317.419 319.8092 0.9925262 52 327.33 324.4685 1.008819 53 337.3516 341.7865 0.9870245 54 347.483 351.5798 0.9883473 55 357.7231 349.1702 1.024495 56 368.0712 364.6509 1.009380 57 378.5262 377.0661 1.003872 58 389.0873 381.9001 1.018820 59 399.7537 405.2486 0.9864407 60 410.5246 411.8411 0.9968032 61 421.3991 425.7714 0.9897309 62 432.3764 423.7074 1.02046 63 443.4559 452.0671 0.9809515 64 454.6367 439.8389 1.033643 65 465.9180 472.7236 0.9856034 66 477.2993 490.9059 0.9722828 67 488.7798 486.3511 1.004994 68 500.3588 509.8141 0.9814534 69 512.0355 511.9531 1.000161 70 523.8095 527.0216 0.993905 71 535.6799 523.9137 1.022458 72 547.6463 547.834 0.9996574 73 559.7079 572.3355 0.9779367 74 571.8642 581.0775 0.9841444 75 584.1145 600.4408 0.9728095 76 596.4583 596.5066 0.999919 77 608.895 600.5221 1.013943 78 621.424 615.2462 1.010041 79 634.0449 648.7752 0.9772951 80 646.757 632.1903 1.023042 81 659.5597 669.596 0.9850114 82 672.4527 677.597 0.992408 83 685.4353 698.6418 0.9810969 84 698.5071 703.758 0.9925388 85 711.6676 722.6641 0.9847833 86 724.9162 725.7214 0.9988904 87 738.2525 745.9004 0.9897468 88 751.6761 761.1838 0.9875093 89 765.1864 750.5834 1.019456 90 778.783 780.106 0.9983042 91 792.4655 814.335 0.9731443 92 806.2334 801.9701 1.005316 93 820.0863 833.773 0.9835847 94 834.0237 837.3182 0.9960654 95 848.0452 868.9317 0.975963 96 862.1505 881.9965 0.9774988 97 876.339 885.5268 0.9896245 98 890.6105 906.9767 0.9819552 99 904.9644 918.1493 0.9856397 100 919.4004 925.3397 0.9935815