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Confidence distributions: A review
Affiliation:1. School of Mathematics, University of Manchester, Manchester M13 9PL, UK;2. Institute for High Energy Physics, 142281 Protvino, Russia;3. Institute for Nuclear Research RAS, 117312 Moscow, Russia;1. Department of Mathematics, Nanjing University of Aeronautics and Astronautics, Nanjing, PR China;2. School of Mathematics, South China University of Technology, Guangzhou, PR China;1. Department of Neurological Surgery, Northwestern University, Feinberg School of Medicine, Suite 2210, 676 North St. Clair Street, Chicago, IL 60611, USA;2. Department of Neurosurgery, Rush University Medical Center, Chicago IL, USA;1. State Key Laboratory of Transient Optics and Photonics, Xi’an Institute of Optics and Precision Mechanics, Chinese Academy of Sciences, Xi’an 710119, China;2. University of Chinese Academy of Sciences, Beijing 100049, China;3. School of Materials Science and Engineering, Shaanxi University of Science & Technology, Xi’an 710021, China;4. School of Electronic and Information Engineering, Hefei Normal University, 230601, China;5. Key Laboratory for Organic Electronics & Information Displays, Institute of Advanced Materials (IAM), Nanjing University of Posts & Telecommunications, Nanjing 210046, China;1. Department of Mathematics and Statistics, Stephen F. Austin University, Nacogdoches, TX 75762-3040, United States;2. Department of Information Systems, Hankamer School of Business, Baylor University, Waco, TX 76798-7140, United States;3. Department of Statistical Science, Baylor University, Waco, TX 76798-7140, United States;1. Department of Statistics, Pennsylvania State University, University Park, PA 16802, USA;2. Department of Public Health Sciences, Pennsylvania State University, University Park, PA 16802, USA;1. School of Science, Linyi University, Linyi, Shandong 276005, China;2. School of Automobile Engineering, Linyi University, Linyi, Shandong 276005, China;3. School of Informatics, Linyi University, Linyi, Shandong 276005, China;4. Department of Electrical and Computer Engineering, University of Rhode Island, Kingston, RI 02881, USA;5. School of Mathematical Sciences, Shandong Normal University, Jinan, Shandong 250014, China
Abstract:A review is provided of the concept confidence distributions. Material covered include: fundamentals, extensions, applications of confidence distributions and available computer software. We expect that this review could serve as a source of reference and encourage further research with respect to confidence distributions.
Keywords:Confidence density  Confidence distribution  Confidence intervals  Fiducial distribution
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