The best test of exponentiality against singly truncated normal alternatives

we show that the likelihood ratio test of exponentiality against singly tru ncated normal alternatives is the uniformly most powerful unbiased test and can be expressed in terms of the sampling coefficient of variation. This t est is closely related to Greenwood's statistic for testing departures from the uniform distribution. We provide a way to approximate the critical poi nts of the test, using saddlepoint methods, that gives a high degree of acc uracy.