Abstract
Abtsrcat This paper deals with the approximation of distribution func- tions of complicated statistics using Beta distribution. The problem is motivated and the performance of our method is evaluated by several examples. Two methods are suggested to estimate the parameters of Beta distribution. We approximate distributions of cusum statistic and Hsu's G test statistic by this method. Error analysis is given. Fitting the mixture of Beta distributions are examined. Finally, a discussion Section is given.
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