Reg Stateful firewall

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Hi,
I have a doubt regarding statefull feature in iptables firewall

In my iptables filter table i set the default policy for INPUT,OUTPUT and FORWARD as DROP.
so all packets are dropped.
now i added a policy 
iptables -A INPUT -p icmp -m state --state NEW,ESTABLISHED -j ACCEPT

My assumption is that when an external device sends a  ping request(echo-request) its state will be NEW and it will be accepted,since for this a state table is being maintained,the ping reply should be sent through OUTPUT chain with out being blocked.but the packet is dropped in the OUTPUT chain.

I understand that the rule we added is only for INPUT chain,but is a rule in OUTPUT chain required to send the reply packet out even for a legitimate packet that we accepted??

Regards,
Shyam.


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