For the beginning I don’t think a written exam is enough to prove your skills. It depends on the nature of this exam too. If is about an exam let’s say for foreign languages only written is not enough. Writing can be easier for some people and harder for others and in other to discover the ability of using a language is best to be tested in both ways: written as well oral. The written exam proves the quality of language and the oral one proves the ability to express ideas, to answer fast and, make more logic connections.
While the written one cover a great part of knowledge, the oral one request also others skills, meaning the oral one is better. In order to prove your knowledge you also have to make a good impression first. How you chose to express yourself says much about yourself as well. You might not know all the answers at exams but you can prove your own point better, you can prove by other persuading ways that you are good enough.