(Received March 5, 1993; revised April 15, 1994)
Abstract. In this paper, the joint pdf's of Grubbs' statistics for normal and exponential populations are obtained; and relationship between the two pdf's is established. New formulations of the first marginal pdf of Grubbs' statistics for these two populations are given; the formulation of the exponential population case is a new one. Iterative formulas for the pdf of Grubbs' statistics are also obtained.
Key words and phrases: Exponential distribution, Grubbs' statistics, normal distribution.