Signature verification is a challenging task, because only a small set of genuine samples can be acquired and usually no forgeries are available in real application. In this paper, we propose a new two-stage statistical system for automatic on-line signature verification. Our system is composed of a simplified GMM model for global signature features, and a discrete HMM model for local signature features. To be practical, we introduce specific simplification strategies for model building and training. Our system requires only 5 genuine samples for new users and relies on only 3 global parameters for quick and efficient system tuning. Experiments are conducted to verify the effectiveness of our system.