Abstract
We address the question as to whether a prior distribution on the space of distribution functions exists which generates the posterior produced by Efron's and Rubin's bootstrap techniques, emphasizing the connection with the Dirichlet process. We also introduce a new resampling plan which has two advantages: prior opinions are taken into account and the predictive distribution of the future observations is not forced to be concentrated on observed values.
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Muliere, P., Secchi, P. Bayesian nonparametric predictive inference and bootstrap techniques. Ann Inst Stat Math 48, 663–673 (1996). https://doi.org/10.1007/BF00052326
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DOI: https://doi.org/10.1007/BF00052326