To illustrate the counter-intuitive nature of power-law distributions, consider a world where the heights of Americans are power-law distributed, but with the same average as reality (about 1.7 m), and I line them up in a random order. In this world, nearly 60,000 Americans would be as tall as the tallest adult male on record (2.72 m), 10,000 individuals would be as tall as an adult male giraffe, one would be as tall as the Empire State Building (381 m), and 180 million diminutive individuals would stand only 17 cm tall. As we run down the line of people, we would repeatedly observe long runs of relatively short heights, one after another, and then, rarely, we would encounter a person so astoundingly tall that their singular presence would dramatically shift our estimate of the average or variance of all heights. This is the kind of pattern that we see in the sizes of wars.
Aaron Clauset, “On the Frequency and Severity of Interstate Wars”, in Nils Petter Gleditsch (ed.) Lewis Fry Richardson: His Intellectual Legacy and Influence in the Social Sciences, Cham, 2018, p. 116