Abstract
In this note we derive the exact null distribution for the test statistic γ j ∗ ( F n ) proposed by Anis and Mitra (2011) for testing exponentiality against NBUE alternatives. As a special case, we obtain the exact null distribution for the test statistic K ∗ proposed by Hollander and Proschan (1975). Selected critical values for different sizes are tabulated for these two statistics. Some remarks concerning the benefits of using the exact distribution are made.
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