The exact null distribution of the generalized Hollander-Proschan type test for NBUE alternatives

In this note we derive the exact null distribution for the test statistic 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.