  The paper considers the classical Goodness of Fit test.
  It suggests to use the Gamma distribution for the approximation of the
distribution of the Pearson statistics with unknown parameters estimated from
raw data. The parameters of these Gamma distribution can be estimated from the
first two moments of the statistic after averaging over a distribution of the
unknown parameter over its range. This allows to simplify calculation of the
quantiles for the Pearson statistic, as is shown in some simulation experiments
with medium and small sample sizes.
