Typical-set concentration for a biased coin 2026-10-14
The count has binomial distribution with mean and variance . The information content per symbol is an affine function of , so its variance isChebyshev's inequality therefore gives the finite-sample lower boundThe bound is often loose, but it proves that every fixed positive tolerance eventually captures nearly all the probability. Direct summation of the binomial distribution's probability masses gives . A finite sample does not need to have a nearly full typical set: the 40-symbol example above captures only about .
Longer biased-coin messages concentrate in typical sets with controlled size
. The left plot compares exact typical set probabilities with the lower bound from Chebyshev's inequality. The right shows and its finite-sample bounds. The tolerance stays fixed; the curve is not asserted to converge to exactly . All points are exact finite-model calculations. Details. Weakly typical sequence Created 2026-10-05 Updated 2026-10-14
For an IID random variable source with probability mass function , a word is weakly typical when . It has probability on the scale . The weak law of large numbers makes the typical set probable, but does not make every word in it representative: for a uniform source every possible word is weakly typical.
