The Best Test of Exponentiality against Singly Truncated Normal Alternatives

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We show that the likelihood ratio test of exponentiality against singly truncated normal alternatives is the uniformly most powerful unbiased test and can be expressed in terms of the sampling coefficient of variation. This test is closely related to Greenwood's statistic for testing departures from the uniform distribution. We provide a way to approximate the critical points of the test, using saddlepoint methods, that gives a high degree of accuracy. © 1999 Taylor & Francis Group, LLC.
Original languageEnglish
Pages (from-to)529-532
JournalJournal of the American Statistical Association
Issue number446
Publication statusPublished - 1 Jun 1999


  • Exponential distribution
  • Greenwood's statistic
  • Saddlepoint approximation
  • Singly truncated normal distribution

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