Parameters Probability density function Cumulative distribution function .mw-parser-output .plainlist ol,.mw-parser-output .plainlist ul{line-height:inherit;list-style:none;margin:0;padding:0}.mw-parser-output .plainlist ol li,.mw-parser-output .plainlist ul li{margin-bottom:0}${\displaystyle \alpha >0}$ shape (real)${\displaystyle \lambda >0}$ scale (real) ${\displaystyle x\geq 0}$ ${\displaystyle {\alpha \over \lambda }\left[{1+{x \over \lambda ))\right]^{-(\alpha +1)))$ ${\displaystyle 1-\left[{1+{x \over \lambda ))\right]^{-\alpha ))$ ${\displaystyle \lambda \left[\left(1-p\right)^{-{\frac {1}{\alpha ))}-1\right]}$ ${\displaystyle {\lambda \over {\alpha -1)){\text{ for ))\alpha >1}$; undefined otherwise ${\displaystyle \lambda \left({\sqrt[{\alpha }]{2))-1\right)}$ 0 ${\displaystyle {\begin{cases}((\lambda ^{2}\alpha } \over {(\alpha -1)^{2}(\alpha -2)))&\alpha >2\\\infty &1<\alpha \leq 2\\{\text{Undefined))&{\text{otherwise))\end{cases))}$ ${\displaystyle {\frac {2(1+\alpha )}{\alpha -3))\,{\sqrt {\frac {\alpha -2}{\alpha ))}{\text{ for ))\alpha >3\,}$ ${\displaystyle {\frac {6(\alpha ^{3}+\alpha ^{2}-6\alpha -2)}{\alpha (\alpha -3)(\alpha -4))){\text{ for ))\alpha >4\,}$

The Lomax distribution, conditionally also called the Pareto Type II distribution, is a heavy-tail probability distribution used in business, economics, actuarial science, queueing theory and Internet traffic modeling.[1][2][3] It is named after K. S. Lomax. It is essentially a Pareto distribution that has been shifted so that its support begins at zero.[4]

## Characterization

### Probability density function

The probability density function (pdf) for the Lomax distribution is given by

${\displaystyle p(x)={\alpha \over \lambda }\left[{1+{x \over \lambda ))\right]^{-(\alpha +1)},\qquad x\geq 0,}$

with shape parameter ${\displaystyle \alpha >0}$ and scale parameter ${\displaystyle \lambda >0}$. The density can be rewritten in such a way that more clearly shows the relation to the Pareto Type I distribution. That is:

${\displaystyle p(x)=((\alpha \lambda ^{\alpha )) \over {(x+\lambda )^{\alpha +1))))$.

### Non-central moments

The ${\displaystyle \nu }$th non-central moment ${\displaystyle E\left[X^{\nu }\right]}$ exists only if the shape parameter ${\displaystyle \alpha }$ strictly exceeds ${\displaystyle \nu }$, when the moment has the value

${\displaystyle E\left(X^{\nu }\right)={\frac {\lambda ^{\nu }\Gamma (\alpha -\nu )\Gamma (1+\nu )}{\Gamma (\alpha )))}$

## Related distributions

### Relation to the Pareto distribution

The Lomax distribution is a Pareto Type I distribution shifted so that its support begins at zero. Specifically:

${\displaystyle {\text{If ))Y\sim {\mbox{Pareto))(x_{m}=\lambda ,\alpha ),{\text{ then ))Y-x_{m}\sim {\mbox{Lomax))(\alpha ,\lambda ).}$

The Lomax distribution is a Pareto Type II distribution with xm=λ and μ=0:[5]

${\displaystyle {\text{If ))X\sim {\mbox{Lomax))(\alpha ,\lambda ){\text{ then ))X\sim {\text{P(II)))\left(x_{m}=\lambda ,\alpha ,\mu =0\right).}$

### Relation to the generalized Pareto distribution

The Lomax distribution is a special case of the generalized Pareto distribution. Specifically:

${\displaystyle \mu =0,~\xi ={1 \over \alpha },~\sigma ={\lambda \over \alpha }.}$

### Relation to the beta prime distribution

The Lomax distribution with scale parameter λ = 1 is a special case of the beta prime distribution. If X has a Lomax distribution, then ${\displaystyle {\frac {X}{\lambda ))\sim \beta ^{\prime }(1,\alpha )}$.

### Relation to the F distribution

The Lomax distribution with shape parameter α = 1 and scale parameter λ = 1 has density ${\displaystyle f(x)={\frac {1}{(1+x)^{2))))$, the same distribution as an F(2,2) distribution. This is the distribution of the ratio of two independent and identically distributed random variables with exponential distributions.

### Relation to the q-exponential distribution

The Lomax distribution is a special case of the q-exponential distribution. The q-exponential extends this distribution to support on a bounded interval. The Lomax parameters are given by:

${\displaystyle \alpha =((2-q} \over {q-1)),~\lambda ={1 \over \lambda _{q}(q-1)}.}$

### Relation to the (log-) logistic distribution

The logarithm of a Lomax(shape = 1.0, scale = λ)-distributed variable follows a logistic distribution with location log(λ) and scale 1.0. This implies that a Lomax(shape = 1.0, scale = λ)-distribution equals a log-logistic distribution with shape β = 1.0 and scale α = log(λ).

### Gamma-exponential (scale-) mixture connection

The Lomax distribution arises as a mixture of exponential distributions where the mixing distribution of the rate is a gamma distribution. If λ|k,θ ~ Gamma(shape = k, scale = θ) and X|λ ~ Exponential(rate = λ) then the marginal distribution of X|k,θ is Lomax(shape = k, scale = 1/θ). Since the rate parameter may equivalently be reparameterized to a scale parameter, the Lomax distribution constitutes a scale mixture of exponentials (with the exponential scale parameter following an inverse-gamma distribution).