The aim of this study is to obtain the Bayes estimators and the maximum likelihood estimators (MLEs) for the unknown parameters of the Rayleigh–Weibull (RW) distribution based on progressive type-II censored samples. The approximate Bayes estimators are calculated using the idea of Lindley, Tierney–Kadane approximations, and also the Markov Chain Monte Carlo (MCMC) method under the squared-error loss function when the Bayes estimators are not handed in explicit forms. In this study, the approximate Bayes estimates are compared with the maximum likelihood estimates in the aspect of the estimated risks (ERs) using Monte Carlo simulation. The asymptotic confidence intervals for the unknown parameters are obtained using the MLEs of parameters. In addition, the coverage probabilities the parametric bootstrap estimates are computed. Real lifetime datasets related to bladder cancer, head and neck cancer, and leukemia are used to illustrate the empirical results belonging to the approximate Bayes estimates, the maximum likelihood estimates, and the parametric bootstrap intervals.