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EXAM is short for EXAMINATION, from 19th century student slang. It most commonly means a test of one's knowledge in a particular area. Do you take, sit, have, do or write exams? Let's find out.

"We have to take exams at the end of each year."
"After I've sat my exams, I'm going on holiday."

TAKE AN EXAM is used in both AmE and BrE. 

"I took the TOEFL exam last month and scored 98/120."
"The British Council gives you the opportunity to take exams for a range of international qualifications."

Overall, it is more common in AmE.

"Here, in the US, 'take an exam' is by far the most common."

Note that 'take an exam' could also mean go through medical testing where you will be scanned physically or mentally for medical reasons.

"He took his last medical exam for flying in 2019."

SIT AN EXAM is much more common in BrE. 

"He sat his chemistry this morning."
"Pupils are required to sit nine subjects at GCSE."

Some speakers state they use it in NAm English sometimes, while others claim to never use or hear it at all.

"To 'sit an exam' is rare here in the US."
"In Canada, 'sit an exam' is rarely, if ever, heard."

Note that 'sit' is no longer to be considered literal. Science subjects generally involve carrying out practical tasks standing in a laboratory, which would be still described as, e.g. sitting a Chemistry exam.

"Several of my exams were performed standing up - in a science lab."

SIT FOR AN EXAM is slightly broader and it normally means to present oneself or be a candidate for an exam.

"He's sitting for a BA."
"He was about to sit for his entrance exam."

It's not unusual in AmE. When used, it often suggests a more formal situation, with strict procedures in place whereas 'take an exam' sounds more informal with less ominous outcomes if you fail.

"When do you sit for the bar exam?"

Many British speakers find it alien to BrE though.

"In the UK, we would say 'I have an exam to sit', or 'I have to sit an exam', not 'sit for an exam'."

WRITE AN EXAM is commonly used in Canada.

"I'm writing an exam today."
"Applications to write the exam must be received by the College 90 days before the date of the exam."

Although many users consider it inappropriate, it is used, sometimes, in the US too, esp. in describing essay-type exams.

"Extra time taken to write an exam is a violation of the Academic Honor Code and will be reported to the Academic Honor Board."

HAVE AN EXAM can be used for a scheduled event in both NAmE and BrE. Many high school and college classes have a midterm exam and a final exam.

"I can't help you tomorrow morning - I have an exam." (it's on my schedule)
"I have a French exam tomorrow morning." 

Note, that we use the Present Simple of 'have', as we mean that an exam is scheduled. 

"At the moment, I'm studying very hard. I have my exam next week."
"At the moment, I'm studying very hard. I'm taking my exam next week."

Note that you can also have an exam at the doctor's. 

"If someone told me they were 'having an exam' I'd assume they meant they would be subjected to a medical examination."

DO AN EXAM is also used in conversation in NAmE and BrE.

A: "I did my exams last week." B: "I hate doing exams."
"I'm doing A-levels this year."

Some speakers state they find it 'lazy' and 'sloppy' while others state it's perfectly acceptable.

"Dave's doing his Accountancy exams next week."

And, finally, you either PASS your exam if you succeed or FAIL it, if you, well, fail.

"I failed my physics exam, but I passed chemistry."

Also, note that, sometimes, you can retake/resit/rewrite an exam because you failed it the first time, but NOT 'redo'; 'rehave' or 'resit for' an exam.

"If you don't do well, you'll have to resit the exam in January."

Can you see any other nuances here? 

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