q = 0.02 , b = 1 , n = 20 . a = alpha, 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: -------------------------------------- 0.01 -1.042405e+102 1.160939e+75 -8.978978e+26 0.1 -2446337302 44501940 -54.97148 0.2 2216.128 10538.79 0.210283 0.3 724.7716 793.5548 0.9133226 0.4 238.0387 243.7458 0.9765859 0.5 126.2408 127.9642 0.9865321 0.6 85.27086 86.04548 0.9909976 0.66 72.06059 72.47558 0.994274 0.7 65.65302 65.89349 0.9963507 0.8 54.58036 54.76638 0.9966035 0.9 47.61201 47.73054 0.9975167 0.99 43.28141 43.32438 0.9990082 1.01 42.48878 42.5844 0.9977547 1.1 39.47794 39.44416 1.000856 1.2 36.92838 36.92618 1.000059 1.3 34.95203 34.91169 1.001155 1.4 33.37847 33.32393 1.001637 1.5 32.0979 32.03872 1.001847 1.6 31.03664 30.95822 1.002533 1.7 30.14354 30.06105 1.002744 1.8 29.38204 29.3092 1.002485 1.9 28.72537 28.64509 1.002803 1.99 28.20734 28.12909 1.002782