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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 valid probability distribution, but may still be a function useful for making inferences.In recent years, there has been a surge of renewed interest in confidence distributions.[citation needed] 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.[citation needed]".
- Confidence_distribution wikiPageExternalLink 1331731621.
- Confidence_distribution wikiPageID "31722662".
- Confidence_distribution wikiPageRevisionID "601160513".
- Confidence_distribution hasPhotoCollection Confidence_distribution.
- Confidence_distribution subject Category:Parametric_statistics.
- Confidence_distribution subject Category:Statistical_inference.
- 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 sameAs m.0gmfwk6.
- Confidence_distribution sameAs Q5160087.
- Confidence_distribution sameAs Q5160087.
- Confidence_distribution wasDerivedFrom Confidence_distribution?oldid=601160513.
- Confidence_distribution isPrimaryTopicOf Confidence_distribution.