2021/09/04 by Yifan Cui, Cui, Yifan, Minge Xie +1 · 2 citations
Computer Science · Decision Sciences · Mathematics · #Bayesian Methods and Mixture Models #FOS: Computer and information sciences #Methodology (stat.ME) #Probabilistic and Robust Engineering Design #Statistical Distribution Estimation and Applications
paper · pdf · doi:10.48550/arxiv.2109.01898
openalex publication_date 2021/09/04 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
This paper introduces to readers the new concept and methodology of confidence distribution and the modern-day distributional inference in statistics. This discussion should be of interest to people who would like to go into the depth of the statistical inference methodology and to utilize distribution estimators in practice. We also include in the discussion the topic of generalized fiducial inference, a special type of modern distributional inference, and relate it to the concept of confidence distribution. Several real data examples are also provided for practitioners. We hope that the selected content covers the greater part of the developments on this subject.