This article deals with the problem of estimating unknown parameters of a Burr Type XII distribution with the data that are progressive Type- II censored. The maximum likelihood estimators are derived using an EM algorithm. Approximate confidence intervals based on the observed Fisher information matrix and bootstrap intervals of the unknown parameters are obtained. Bayes estimators are derived under different loss functions by making use of the Tierney and Kadane method and importance sampling procedure. Samples obtained from the importance sampling procedure are further used to construct the highest posterior density intervals of unknown parameters. A simulation study is conducted to study the performance of proposed estimators. Finally, a real life data and a simulated data are analyzed for illustration.
