Objective Bayesian Analysis for the Lomax Distribution
  In this paper we propose to make Bayesian inferences for the parameters of the Lomax distribution using non-informative priors, namely the Jeffreys prior and the reference prior. We assess Bayesian estimation through a Monte Carlo study with 500 simulated data sets. To evaluate the possible impact of prior specification on estimation, two criteria were considered: the bias and square root of the mean square error. The developed procedures are illustrated on a real data set. 
Paulo Ferreira, Jhon Gonzales, Vera Tomazella, Ricardo Ehlers,   Francisco Louzada, Eveliny Silva
stat.ME