Testing brnbu ageing class of life-time distribution based on moment inequality

In this paper, new moment inequality is derived for Bivariate Renewal New Better than Used (BRNBU) ageing class of life-time distribution. This inequality demonstrates that if the mean life is finite, then all higher order moments exist. Based on the Moment inequality, new testing procedures for testing bivariate exponentiality against BRNBU ageing class of life-time distribution is introduced.The asymptotic normality of the test statistic and its consistency are studied. Using Monte Carlo Method, critical values of the proposed test are calculated for  n= 5(5)100  and tabulated. Finally, the theoretical results are applied to analyze real-life data sets.