Abstract
This paper presents a procedure for estimating lifetime parameters under the double random censorship model when the right censoring variable is partially observable. The proposed estimator, obtained as a solution of a pseudo-likelihood equation, is shown to have as good asymptotic properties as those of a maximum likelihood estimator, The method is motivated by an example based on a reliability study for a database management system. We conclude with a simulation study performed to analyze the behavior of the derived estimator.