For a finite-valued random variable, an epsilon-sufficient set retains probability at least . This notion is about covering probability mass and is unrelated to a sufficient statistic. For an IID random variable source, any such set of words with fixed requires exponentially many words at a rate approaching the Shannon entropy.
For finite-alphabet independent and identically distributed random variables, fixed and , every epsilon-sufficient set of length- words satisfies for sufficiently large . Intersect with a typical set whose excluded mass is at most . The intersection retains that much probability and each word has probability at most .
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