Let $P$ be a discrete multidimensional probability distribution over a finite set of variables $N$ which is only partially specified by the requirement that it has prescribed given marginals $\{P_A;A\in 𝒮\}$, where $𝒮$ is a class of subsets of $N$ with $\bigcup 𝒮=N$. The paper deals with the problem of approximating $P$ on the basis of those given marginals. The divergence of an approximation $\widehat{P}$ from $P$ is measured by the relative entropy $H\left(P\right|\widehat{P})$. Two methods for approximating $P$ are compared. One of them uses formerly introduced concept of...