A formalization of the generalized Pareto principle derives that exponential and normal distributions with 100 to 100,000 samples produce p values near 0.2, close to the 80/20 rule and below prior saturation conjectures.
Define the function evaluating the total mass inside an interval of lengthpwith M(s) = Z s+p s dt ℓ ∗(t),(B7) withs∈[0,1−p].Mis continuous and M(0) =p 1 , M(1−p) =p 2
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Formalization of the generalized Pareto principle and structural typicality of the 20/80-rule
A formalization of the generalized Pareto principle derives that exponential and normal distributions with 100 to 100,000 samples produce p values near 0.2, close to the 80/20 rule and below prior saturation conjectures.