I'm so sorry to hear this. According to the article below, the Duggars are going to give their baby a name and have a funeral. I admire them for both of those things.
Michelle Duggar Suffers Miscarriage With 20th Child - The Hollywood Gossip
In 2002 I gave birth to our stillborn baby son. We also named him and gave him a burial in a Catholic cemetery. The whole experience changed my life and while it was very difficult and extremely sad, there were some life lessons and experiences that came out of it that blessed me and my family. I wish Michelle and Jim Bob the peace that surpasses all understanding as they bury their little baby before Christmas.