Usually when the parametrical hypotheses are being tested the Wald reduction from composite hypothesis to the simple one is used. However, in order to apply the reduction method it is needed to know the distribution law of unknown parameter. Practically such a law cannot be determined precisely using the experimental data. First of all, it requires long supervision over the controlled stationary process to provide an inalterability of probability characteristics of the process. In practice the modifications in technological process could be made, and therefore the probability characteristics of the process can also change. Using the example of exponential distribution the algorithm of testing composite parametrical hypothesis about the distribution parameter which does not exceed the declared threshold value without use of reduction is considered in article. Such approach is based on the fact that the partition boundary of the sample space depends monotonously on unknown value of the interest parameter.