Observant Jews recognize an obligation to pray for their deceased loved ones. Some even recognize that deceased souls need purification before they are spiritually fit to enter what is called “the world to come.” The prayer said for the deceased for eleven months following the death of a relative, and then at certain times during the year after that, is called the Mourner’s Kaddish.
To explain purgatory to your friend, all you need to do is to build upon what he already accepts and practices.
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