In this paper, parameter estimation for the power Lomax distribution is studied with different methods as maximum likelihood, maximum product spacing, ordinary least squares, weighted least squares, Cramér-von Mises and Bayesian estimation by Markov chain Monte Carlo (MCMC). Robust estimation of the stress-strength model for the Power Lomax distribution is discussed. We propose that the method of maximum product of spacing for reliable estimation of stress-strength model as an alternative

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... to maximum likelihood and Bayesian estimation methods. A numerical study using real data and Monte Carlo Simulation is performed to compare between different methods.