a = 0.66 , b = 1 , n = 20 . q = quantile, e = Estimated quantile, using formula and p1 = sqrt(q), s = Simulated quantile, from 1e+06 simulations (each summing 20 Paretos), r = ratio (est/sim). -------------------------------------- q: e: s: r: -------------------------------------- 1e-04 37.56047 40.66626 0.9236274 0.001 45.82574 48.38829 0.9470419 0.005 56.1039 58.17751 0.9643572 0.01 62.84087 64.19523 0.9789026 0.02 72.06059 72.5278 0.9935582 0.03 79.20735 78.9551 1.003195 0.04 85.40954 84.41779 1.011748 0.05 91.0699 89.32982 1.019479 0.06 96.38488 93.9471 1.025949 0.07 101.4674 98.26453 1.032594 0.08 106.3893 102.4405 1.038548 0.09 111.2001 106.5956 1.043196 0.1 115.9354 110.6645 1.047629 0.2 163.2531 151.0655 1.080678 0.3 217.4882 197.0483 1.103730 0.4 286.6606 256.7624 1.116443 0.5 382.1722 341.4460 1.119275 0.6 526.1109 474.5766 1.108590 0.7 770.7573 714.9012 1.078131 0.8 1278.220 1260.456 1.014094 0.9 2905.536 3372.427 0.8615565