Improving approximation of the beta-distribution for small parameter values

Abstract

The method of sequential improvement of beta-distribution approximation for small parameter values suggested in [I. N. Volodin, Theory Probab. Appl., 15 (1970), pp. 546-549] is developed. An asymptotic of the approximation error is established in terms of uniform distance between distributions.© 2010 Society for Industrial and Applied Mathematics.