You can uninstall or removes an installed icinga-dbg package itself from Ubuntu 16.04 LTS (Xenial Xerus) through the terminal,
$ sudo apt-get remove icinga-dbg
If you would like to remove icinga-dbg and it's dependent packages which are no longer needed from Ubuntu,
$ sudo apt-get remove --auto-remove icinga-dbg
If you use with purge options to icinga-dbg package all the configuration and dependent packages will be removed.
$ sudo apt-get purge icinga-dbg
If you use purge options along with auto remove, will be removed everything regarding the package, It's really useful when you want to reinstall again.
$ sudo apt-get purge --auto-remove icinga-dbg
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