A new statistic TE for testing exponentiality is proposed. TE is sim¬ilar to Tikufs statistic T for testing normality and is the ratio of an estimator of scale parameter calculated from a sample with a proportion of observations censored to the estimator calculated from the whole sample. TE is shown to have Beta distribution. Besides, TE is both origin and scale invariant and is easy to compute. The power of T for non-exponential distributions is, on the whole, of the same magnitude as the power of Shapiro & Wilk statistic W-Exponential.
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Tiku et al. (1974) studied this question.
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