The Pareto principle, applied to wealth for example, says that around 20% of the population holds 80% of the wealth. Accordingly, it is said that a person's wealth follows a Pareto distribution.
I'm confused about two things:
- The Pareto distribution has infinite support. What is 80% of infinity? Do we consider a finite support?
- Doesn't the exponential distribution lead to an even more strict distribution of wealth since the exponential function decays faster than a power law?