There is no closed form for estimating two parameters of Burr distribution type III under progressive censored data using MLE method. Therefore, we are using the EM algorithm and stochastic EM algorithm(SEM) to estimate these parameters based on missing data. In addition, from fisher information matrix, the asymptotic variance-covariance matrix for the MLEs based on EM algorithm was obtained and then asymptotic confidence intervals was calculated. Then, simulation studies for stochastic EM algorithm, EM algorithm and MLE estimates were conducted and also real data related to white blood cells cancer patients were analyzed. The results showed that SEM and EM have better performance than MLE estimates and parameter estimation are improved when the sample size is increasing.
