Moment Inequalities of NBURFR and NBARFR Classes with Hypotheses Testing Applications

Nonparametric families of aging distributions have been the subject of investigation from long period of time and still. Both probabilistic and statistical properties of these distributions were studied for such families as new better than used renewal failure rate (NBURFR) and new better average renewal failure rate (NBARFR) classes. They have been studied by Abouammoh and Ahmed (1992). In the present work, moment inequalities are derived for the above mentioned families that demonstrate that if the mean life is finite for any of them then all higher order moments exist. Next, based on these inequalities, new test procedures for exponentiality against these families are studied showing that it is simple and hold high relative efficiency for some commonly used alternatives. Dealing with censored data case also studied.