Abstract
The paper deals with the classical and Bayesian estimation of a two-parameter weighted Lindley distribution based on hybrid censoring. The maximum likelihood estimators with its standard errors are obtained. Bayes estimates of the parameters along with standard errors and credible intervals are also obtained. The Markov chain Monte Carlo methods are used to compute the Bayes estimates. Monte Carlo simulation study is used to compare the performance of the maximum likelihood and Bayesian estimators. A real data set is given for illustration purpose.