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.