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A time-transformed Wiener process \\(W_ n\\), which strongly approximates \\(M_ n = n^{1/2} \\{n^{-1} N_ n - A_ n\\}\\) is constructed. A main result is exponential inequality for the distance (in the supremum metric) between \\(M_ n\\) and the approximating process \\(W_ n\\).   Application to the random censoring model is given. In the random censoring model it is more or less customary to refer to \\(M_ n\\) as the basic martingale which converges to a standard time-transformed Wiener process \\(\\widetilde W_ n\\) as the sample size \\(n\\) increases. The main result is used to study the behavior of statistics of the form \\(T(M_ n)\\), which occur in the field of goodness-of-fit tests, in particular when the null hypothesis is composite. Some examples of interesting test statistics which belong to a larger class investigated by means of the empirical process approach are proposed. The statistic \\(T(M_ n)\\) is analyzed for the special case of the counting process \\(N_ n\\) corresponding to the first \\(n\\) order statistics of a random sample of size \\((n+1)\\) from an exponential distribution with unknown mean \\(\\theta\\). The inequalities are compared to inequalities derived earlier for the random censoring model by using an empirical process 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