Right Truncated Lomax Distribution: Properties and estimation

Document Type : Original Article

Authors

Faculty of Graduate Studies for Statistical Research, Cairo University. Egypt

Abstract

In this paper, we propose the truncated Lomax distribution. Fundamental properties of the new distribution are studied such as; moments, moment generating and characteristic function, quantile function, incomplete moments, Lorenz and Bonferroni curves, order statistics and Rényi entropy. Maximum likelihood estimators are derived in case of complete sample, Type I and Type II censored samples. An approximate confidence interval of the parameters is obtained for large sample sizes. Simulation issue is executed in order to investigate the performance of estimators.

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