Abstract
In this article, we derive a new test statistic for testing exponentiality against ?the new better than used in the moment generating function order ageing class' (NBUmgf). The critical values and the powers of this test are calculated to assess the performance of the test. It is shown that the proposed test has high efficiencies for some commonly used distributions in reliability. Sets of real data are used as examples to elucidate the use of the proposed test for practical problems. Copyright (c) 2013 John Wiley & Sons, Ltd.