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http://books.google.com/books?id=onNuF70-xRIC&pg=PR9&...

"Pareto found that the distribution of income was well approximated by a log-normal distribution, except for approximately the upper 3 percent of wealthy individuals."


The Pareto distribution goes as a power law -- the same distribution as self-organizing processes.


Moreover you can generate a realistic wealth distribution via random auctions.

(Hopefully you are becoming inspired to do some agent-based computational economic modelling! It's fun.)




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