Bayesian Analysis of Extended Lomax Distribution

International Journal of Mathematical Trends and Technology (IJMTT)          
© 2014 by IJMTT Journal
Volume-7 Number-1                          
Year of Publication : 2014
Authors : Shankar Kumar Shrestha , Vijay Kumar


Shankar Kumar Shrestha , Vijay Kumar. "Bayesian Analysis of Extended Lomax Distribution", International Journal of Mathematical Trends and Technology (IJMTT). V7:33-41 March 2014. ISSN:2231-5373. Published by Seventh Sense Research Group.

In this paper, the Markov chain Monte Carlo (MCMC) method is used to estimate the parameters of Extended Lomax distribution, based on a complete sample. The proposed methodology can be used to obtain the Bayes estimates the parametric function such as reliability function, hazard function, etc under different loss functions and is also suitable for empirical modeling. A real data set is considered for illustration under non-informative and informative set of priors.


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Extended Lomax distribution, Markov chain Monte Carlo (MCMC), Bayesian estimation, OpenBUGS.