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 .
Fix and . By the asymptotic equipartition property, all sufficiently large satisfy . For any epsilon-sufficient set ,
Each word in this intersection has probability at most . Hence
which gives the minimum size of a sufficient set for an IID source:
The Chebyshev inequality used above supplies the sufficient quantitative condition . No assumption that itself is a typical set is needed; its intersection with one provides the bound.
The Shannon entropy of a finite-valued random variable is
An epsilon-sufficient set is a subset retaining all but at most of the probability:
Usually . Sufficiency here concerns retained probability mass, rather than a sufficient statistic.