Probability of a type class 2026-10-14
For a string of empirical distribution , independence givesMultiplying this by the size of a type class gives its exact probability. The entropy bounds for a type class then implyThese bounds apply to one attainable empirical distribution, not automatically to a tail event containing many classes.[ref]
The Method of Types by Imre Csiszár. §II, equation (II.1) and Lemma II.2, equation (II.5), printed pp. 2506–2507
If but , every string in that class is impossible and .As an exact example, take an independent and identically distributed binary source with . Each balanced four-symbol string has probability . There are six such strings, soThe relative entropy is . The exponential upper bound is , visibly larger than the exact probability. It captures the cost of an atypical frequency without supplying the exact finite-length prefactor.
For , the exact probability of twenty ones iswhile the exponential upper bound is approximately . At the source frequency , relative entropy is zero and the upper bound is one; the exact probability of ten ones is only about . A likely neighborhood of frequencies need not give a large probability to a single exact profile.
The striking cancellation is that there are about strings in a class, but each costs about . The information entropy terms cancel, leaving relative entropy as the rarity exponent. Summing over polynomially many classes preserves that leading exponential scale. This is the elementary counting mechanism behind finite-alphabet versions of Sanov theorem and many error exponents in hypothesis testing.
Stein's lemma (information theory) Created 2026-09-24 Updated 2026-10-14
For distinct probability distributions , the optimal error exponents in hypothesis testing give type-II error decay rate among tests whose type-I error stays below any fixed number in .
