But unless there is enough information available about the process that generated X_1,X_2,\cdots,X_n , p(x) is in general unknown. Therefore, Efron in 1979 asked the question: What if we replace p(x) by the relative frequency of the observation X_i ; if we draw observations in accordance with the relative frequency of the observations, will we obtain the same result in some asymptotic sense? The answer is yes.
Instead of generating the histogram for the relative frequency of the observation X_i , just draw the values (X_1^*,X_2^*,\cdots,X_n^*) with replacement from the vector \hat{X} .