Journal of the Italian Statistical Society

, Volume 1, Issue 3, pp 377–404 | Cite as

Exchangeability, predictive sufficiency and Bayesian bootstrap

  • Pietro Muliere
  • Piercesare Secchi


Let {X n } be a sequence of random variables conditionally independent and identically distributed given the random variable Θ. The aim of this paper is to show that in many interesting situations the conditional distribution of Θ, given (X 1,…,X n ), can be approximated by means of the bootstrap procedure proposed by Efron and applied to a statisticT n (X 1,…,X n ) sufficient for predictive purposes. It will also be shown that, from the predictive point of view, this is consistent with the results obtained following a common Bayesian approach.


exchangeability predictive sufficiency bootstrap conjugate priors asymptotic normality 


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Copyright information

© Società Italiana di Statistica 1992

Authors and Affiliations

  • Pietro Muliere
    • 1
  • Piercesare Secchi
    • 1
  1. 1.Università degli Studi di PaviaPaviaItalia

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