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Let \\({\\mathbf p}= (p_1,p_2, \\dots, p_k)\\), \\({\\mathbf N}= (N_1,N_2, \\dots, N_k)\\) and \\(\\widehat {\\mathbf p}= (\\widehat p_1, \\widehat p_2, \\dots, \\widehat p_k)\\) with \\(\\widehat p_i= N_i/n\\) be the vector of the actual cell probabilities in a multinomial experiment, the vector of the observed cell counts in a sample size \\(n\\) and the point estimator for \\({\\mathbf p}\\). The authors develop a lower bound for the simultaneous confidence coefficient \\(\\Pi(k,{\\mathbf p}; n,s/ \\sqrt n)= P(\\cap^k_{i=1} \\{|\\widehat p_i- p_i|<s/ \\sqrt n\\})\\) using an inequality of Bennett, and then describe an algorithm for determining an \\(s\\) such that \\(\\Pi(k,{\\mathbf p}; n,s/ \\sqrt n) \\geq 1- \\alpha\\) for fixed \\(\\alpha\\). 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