Yazd University Journal of Statistical Modelling: Theory and Applications 2676-7392 7 1 2026 01 01 Estimation and prediction for the XLindley distribution under progressively Type-II censoring 55 85 4280 10.22034/jsmta.2026.24546.1217 EN Roshanak Zaman Department of Statistics, Payame Noor University, Tehran, Iran 0000-0001-9885-5311 Adeleh Fallah Department of Statistics, Payame Noor University, Tehran, Iran 0000-0002-9849-6037 Journal Article 2026 05 09 In this paper‎, ‎we consider the problems of estimating unknown parameters as well as predicting the failure times of the removed units in multiple stages of the progressively censored sample coming from an XLindley distribution‎. ‎We obtain maximum likelihood‎, ‎moment-based‎, ‎bootstrap‎, ‎and Bayes estimates under the squared error loss function‎. ‎Since the integrals associated with the Bayesian estimators do not admit closed-form solutions‎, ‎Lindley's approximation‎, ‎the Markov chain Monte Carlo method‎, ‎and Tierney and Kadane's approximation are used to approximate these integrals‎. ‎We also compute the confidence intervals based on the asymptotic distribution of the maximum likelihood estimate‎, ‎the confidence intervals based on the asymptotic distribution of the logarithm of the maximum likelihood estimate‎, ‎the exact confidence intervals‎, ‎the confidence intervals based on the likelihood ratio statistic‎, ‎the bootstrap confidence intervals‎, ‎and the Bayesian confidence intervals‎. ‎Different point and interval predictors are derived based on classical and Bayesian approaches‎. ‎A real example is provided to further explain the methods introduced‎. ‎A Monte Carlo simulation study is conducted to evaluate and compare the performance of different estimation and prediction methods. https://jsm.yazd.ac.ir/article_4280_6815ff46316219f67359f52c65556e2e.pdf