Abstract
A moment inequality is derived for decreasing (increasing) mean residual life DMRL (IMRL) distributions. A new test statistic for testing exponentiality against DMRL (IMRL) is introduced based on this inequality. It is shown that the proposed test has high relative efficiency for some commonly used alternative and also enjoys a good power. Critical values are tabulated for sample sizes n=5(1)50. A set of real data is used as an example to elucidate the use of the proposed test statistic for practical reliability analysis.
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