Our goal in this paper is to establish inequalities for the moments of new better than used in the moment generating function class ($NBU_{mgf}$). Using these inequalities we propose a new test for exponentiality versus $NBU_{mgf}$ class. Pitman's asymptotic relative efficiency, power and critical values of this test are calculated to assess the performance of the test. We proposed also a new test for exponentiality versus $NBU_{mgf}$ in the right censored data. Sets of real data are used as an example to elucidate the use of the proposed test for practical problems.

This paper introduces a new approach for evaluating reliability of a complex system in terms of distributional parameters where analytical determination of reliability is intractable. The concept of discrete approximation, reported in the literature so far, fails to meet the latter requirement in terms of distributional parameters. The current work aims at offering a bound based approach where reliability planners not only get a clear idea about the extent of error but also can manipulate in terms of distributional parameters. This reliability approximation has been under taken under the Weibull frame work which is the most widely used model for reliability analysis. Numerical study has been carried out to examine the strength of our proposed reliability approximation via closeness between the two reliability bounds. This approach will be very useful during the early stages of product design as the distributional parameters can be adjusted.

Engineering systems are usually repairable. The reliability of a repairable system can be represented by failure intensity function. A type of shape of failure intensity function is called a failure pattern. Reliability-Centred Maintenance (RCM) presents six typical failure patterns but its definition is unclear. It is an open issue how to recognize the failure pattern of repairable systems. This paper first discusses the problems of RCM with the notion of failure pattern; then presents the method for failure pattern recognition; and finally proposes a flexible failure intensity function model. The appropriateness of the model is illustrated by a real-world example.

Sarhan and Kundu (2009) introduced a new distribution named as the generalized linear failure rate distribution. This distribution generalizes several well known distributions. The probability density function of the generalized linear failure rate distribution can be right skewed or unimodal and its hazard function can be increasing, decreasing or bathtub shaped. This distribution can be used quite effectively to analyze lifetime data in place of linear failure rate, generalized exponential and generalized Rayleigh distributions. In this paper, we apply the simulated annealing algorithm to obtain the maximum likelihood point estimates of the parameters of the generalized linear failure rate distribution. Simulated annealing algorithm can not only find the global optimum; it is also less likely to fail because it is a very robust algorithm. The estimators obtained using simulated annealing algorithm have been compared with the corresponding traditional maximum likelihood estimators for their risks.