Approximating discrete probability distributions

The method of minimum discrimination information estimation is applied to the problem of estimating an <tex xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">n</tex> -dimensional discrete probability distribution in terms of lower order marginal distributions. The procedure provides a convergent iterative algorithm. The method yields regular best asymptotically normal (RBAN) estimates. The general procedure includes as a particular case that proposed by a method using dependence trees. An example is given.