We have investigated the linear and the non-linear AC susceptibilities of a Pd-Mn spin glass with 5.5 at.% Mn around its transition temperature T(f), as a function of temperature, frequency and amplitude of the Ac driving field. Through linear-susceptibility measurements the transition temperature to a spin-glass phase is found to be T(f) = 3.40 +/- 0.02 K. The third harmonic chi-3BAR is fitted in a limited region above T(f) to a power law of the form [(T - T(f))/T(f)]-gamma and from this fitting the value of the critical exponent-gamma is found to be 2.2 +/- 0.2. Since the demagnetization correction is quite small for this sample, we have also measured the fifth and seventh harmonics for f = 234 Hz. Since chi-5BAR/chi-3BAR scales as (chi-3BAR)1 + beta/gamma by plotting chi-5BAR/chi-3BAR, versus chi-3BAR, on a log-log scale the value of the critical exponent-beta is estimated and turned out to be rather small (about 0.2). We believe that this small value of beta is influenced by dynamical effects and the large amplitude and frequency of the Ac driving field that was necessary to obtain noise-free results.