An improvement to a suggested negative binomial approximation to the Negative
Hypergeometric Distribution (NHGD) is advanced and the accuracy of this approximation is also
quantified in terms of variation distance. The method to obtain the improved approximation is to
expand the probability function of NHGD. Some numerical examples are presented to compare
with the established negative binomial approximation. The result shows our approximation is
more accurate almost everywhere than the negative binomial. A gamma approximation to the
cumulative distribution of the negative hypergeometric is initiated. Our gamma approximation is
attractive in practice because of its arithmetic simplicity and accuracy over a wide range of
parameter values. Some numerical examples are presented to illustrate the result obtained.