Bayesian predictive inference without a prior

Patrizia Berti, Emanuela Dreassi, Fabrizio Leisen +2

Let $(X_n:n\ge 1)$ be a sequence of random observations. Let ${\sigma }_n(\cdot )=P(X_{n+1}\in \cdot \mid X_1,\dots ,X_n)$ be the $n$-th predictive distribution and $σ_0(\cdot)=P(X_…