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• Confidence_distribution abstract "In statistical inference, the concept of a confidence distribution (CD) has often been loosely referred to as a distribution function on the parameter space that can represent confidence intervals of all levels for a parameter of interest. Historically, it has typically been constructed by inverting the upper limits of lower sided confidence intervals of all levels, and it was also commonly associated with a fiducial interpretation (fiducial distribution), although it is a purely frequentist concept. A confidence distribution is NOT a probability distribution function of the parameter of interest, but may still be a function useful for making inferences.In recent years, there has been a surge of renewed interest in confidence distributions. In the more recent developments, the concept of confidence distribution has emerged as a purely frequentist concept, without any fiducial interpretation or reasoning. Conceptually, a confidence distribution is no different from a point estimator or an interval estimator (confidence interval), but it uses a sample-dependent distribution function on the parameter space (instead of a point or an interval) to estimate the parameter of interest.A simple example of a confidence distribution, that has been broadly used in statistical practice, is a bootstrap distribution. The development and interpretation of a bootstrap distribution does not involve any fiducial reasoning; the same is true for the concept of a confidence distribution. But the notion of confidence distribution is much broader than that of a bootstrap distribution. In particular, recent research suggests that it encompasses and unifies a wide range of examples, from regular parametric cases (including most examples of the classical development of Fisher's fiducial distribution) to bootstrap distributions, p-value functions, normalized likelihood functions and, in some cases, Bayesian priors and Bayesian posteriors.Just as a Bayesian posterior distribution contains a wealth of information for any type of Bayesian inference, a confidence distribution contains a wealth of information for constructing almost all types of frequentist inferences, including point estimates, confidence intervals and p-values, among others. Some recent developments have highlighted the promising potentials of the CD concept, as an effective inferential tool.".
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• Confidence_distribution wikiPageWikiLink Asymptotic_distribution.
• Confidence_distribution wikiPageWikiLink Bayesian_inference.
• Confidence_distribution wikiPageWikiLink Bootstrapping_(statistics).
• Confidence_distribution wikiPageWikiLink Category:Parametric_statistics.
• Confidence_distribution wikiPageWikiLink Category:Statistical_inference.
• Confidence_distribution wikiPageWikiLink Confidence_interval.
• Confidence_distribution wikiPageWikiLink Coverage_probability.
• Confidence_distribution wikiPageWikiLink Fiducial_inference.
• Confidence_distribution wikiPageWikiLink File:CDinference1.png.
• Confidence_distribution wikiPageWikiLink Fisher_transformation.
• Confidence_distribution wikiPageWikiLink Frequentist_inference.
• Confidence_distribution wikiPageWikiLink Journal_of_the_Royal_Statistical_Society.
• Confidence_distribution wikiPageWikiLink Likelihood_function.
• Confidence_distribution wikiPageWikiLink Multivariate_normal_distribution.
• Confidence_distribution wikiPageWikiLink Normal_distribution.
• Confidence_distribution wikiPageWikiLink P-value.
• Confidence_distribution wikiPageWikiLink Pearson_product-moment_correlation_coefficient.
• Confidence_distribution wikiPageWikiLink Point_estimation.
• Confidence_distribution wikiPageWikiLink Posterior_probability.
• Confidence_distribution wikiPageWikiLink Prior_probability.
• Confidence_distribution wikiPageWikiLink Statistical_inference.
• Confidence_distribution wikiPageWikiLinkText "Confidence distribution".
• Confidence_distribution wikiPageWikiLinkText "confidence distribution".
• Confidence_distribution wikiPageWikiLinkText "confidence distributions".
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• Confidence_distribution subject Category:Parametric_statistics.
• Confidence_distribution subject Category:Statistical_inference.
• Confidence_distribution type Redirect.
• Confidence_distribution type Thing.
• Confidence_distribution comment "In statistical inference, the concept of a confidence distribution (CD) has often been loosely referred to as a distribution function on the parameter space that can represent confidence intervals of all levels for a parameter of interest.".
• Confidence_distribution label "Confidence distribution".
• Confidence_distribution differentFrom Confidence_interval.
• Confidence_distribution sameAs Q5160087.
• Confidence_distribution sameAs m.0gmfwk6.
• Confidence_distribution sameAs Q5160087.
• Confidence_distribution wasDerivedFrom Confidence_distribution?oldid=696499285.
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