The other thing you could do is to attach some terminal (or PC with
terminal emulator) to ttya in 8N1 9600 baud, and turn the machine on with
the "DIAG/NORM" switch in DIAG position.

I did this just last night after suffering some problems after adding
another 4MB of RAM to one of my Sun 3/60's and was rewarded with:

Parity Test
Memory Size = 0x0000000C Megabytes
Memory Test (Testing 0x0000000C MBytes)   Testing.
 Err 11: Parity Error at address 0x00A11120
 Exp 0x2C5A5A97, Obs 0x2C5A5A9F, Module 0x00000008

Which pretty much means that one of them thar SIMMs is bad.

Of course, please don't let me dissuade you from writing code for the
kernel to handle NMI's properly if that is your wont.

Erik