ITP patients with low platelet count and active bleeding symptoms are at risk of life-threatening bleeding and therefore require a treatment with a rapid effect, reliable, and sustained. The combination of intravenous immunoglobulin (IVIg) and prednisone (1 mg/kg per day), is more rapidly and more frequently effective than high dose methylprednisolone to increase the platelet count. This combination is therefore usually given in patients with platelets count \< 20 x 109/L and moderate to severe bleeding manifestations. Based on common practice in France and on French ITP guidelines, on average 50 % of patients with ITP and profound thrombocytopenia do actually receive IVIg (mostly during the initial phase of the disease) corresponding to approximately 1,500 ITP patients per year in France. Whereas IVIg is usually well tolerated, renal insufficiency and congestive heart failure may occur, moreover IVIg are costly and non-easily available with supply difficulties in many countries including France. High dose dexamethasone (DXM) (ie: 40 mg/d for 4 days) has recently emerged as a promising treatment for ITP. One recent meta-analysis as well as a controlled prospective trial suggest that the initial overall response was higher (\> 80 %) and the time to response was shorter with dexamethasone (DXM) 40 mg/d given for 4 days compared to standard prednisone. The investigators hypothesize that DXM could be a reasonable non-inferior alternative to IVIg, more convenient for patients with less adverse events and economically cost-effective for patients with moderate and severe bleeding manifestations.