A Moment Inequality for Overall Decreasing Life Class of Life Distributions with Hypotheses Testing Applications

A moment inequality is derived for the system whose life distribution is in an overall decreasing life (ODL) class of life distributions. A new nonparametric test statistic for testing exponentiality against ODL is investigated based on this inequality. The asymptotic normality of the proposed statistic is presented. Pitman's asymptotic efficiency, power and critical values of this test are calculated to assess the performance of the test. Real examples are given to elucidate the use of the proposed test statistic in the reliability analysis. Wealso proposed a test for testing exponentiality versus ODL for right censored data and the power estimates of this test are also simulated for censored data for some commonly used distributions in reliability. Finally, real data are used as an example for practical problems.