When does the following hold? $\sum_{(i_1,\ldots,i_k)\in E} \frac{n!}{i_1! \ldots i_k!} \le \exp(n H^*)$ Where $H^*=\max_{(i_1,\ldots,i_k)\in E} -(\frac{i_1}{n}\log \frac{i_1}{n}+\ldots +\frac{i_k}{n}\log \frac{i_k}{n})$ and E is some subset of {$ \{( i_1,\ldots,i_k):i_1+\ldots+i_k=n \}$} Motivation: this is a generalization of Chernoff's bound to n tosses of fair k-sided dice where E represents the hypothesis we make about that sample. Another motivation is reconciling tight special-case <a href="http://en.wikipedia.org/wiki/Chernoff_bound#Theorem_for_additive_form_.28absolute_error.29">Chernoff bound</a> with looser but more general bound given by <a href="http://yaroslavvb.com/upload/sanovs.png">Sanov's theorem</a> Examples: when k=2, it can be proven to hold for sets of coefficients where first component of the coefficient is less than n/2 (ie <a href="http://yaroslavvb.com/upload/binomial.png">here</a>). When k=3, it seems (empirically) to hold for sets of coefficients where sum of first two components is ≤n/2. For instance, for n=10, highest entropy term gives upper bound of (2/3)^3 *10^5 whereas exact sum is 12585. Since k=3 multinomial coefficients lie in a 2-simplex, the 21 multinomial coefficients in this set can be visualized below. Top vertex represents coefficient (0,0,10) <img src="http://yaroslavvb.com/upload/multinomials.png"> For higher k, we can look at similar sets, ie corners of the (k-1) simplex. I tried few values and it seems to hold for coefficients where sum of first k-1 components is below n/(k-1) Here's how you'd check it in Mathematica <pre> getit[n_, k_, c_] := ( all = Select[Tuples[Range[0, n], k], Total[#] == n &]; e = Select[all, Total[Most[#]] <= c &]; hterm[x_] := If[0 < x < 1, x Log[x], 0]; H[event_] := -Total[hterm /@ (event/n)]; exact = Total[Multinomial @@@ e]; upper = Exp[n Max[H /@ e]]; exact < upper ); (* Check bound for k=3, n=10, with i1+i2<=5 *) getit[10, 3, 5] </pre> <b>Update 8/18</b> Leandro gives a bound on a single multinomial coefficient which gives <a href="http://yaroslavvb.com/upload/sanovs.png">Sanov's theorem</a> if we consider that there's at most $(n+1)^k$ multinomial coefficients in any set E. It seems that to generalize the <a href="http://yaroslavvb.com/upload/binomial.png">proof</a> of the tighter binomial bound to, say, trinomial coefficients, one would need to prove the following inequality first $$q_1^{i_1}q_2^{i_2} (1-q_1-q_2)^{n-i_1-i_2}\ge \exp -n H(q_1,q_2)$$ for $n i_1 < q_1, n i_2 < q_2$