Confidence distributions and related themes
This work addresses the long-standing lack of a systematic theoretical foundation for confidence distributions (CDs) within the frequentist framework, which has hindered their broader adoption. By integrating and extending the theoretical underpinnings of CDs—drawing on Fisher’s concept of fiducial likelihood and modern frequentist inference techniques—the project establishes a unified framework for parametric inference. Through the systematic development of its methodology and promotion of interdisciplinary applications, the study not only strengthens the theoretical basis of CDs but also revitalizes their role in statistical practice. The findings synthesize cutting-edge research presented at the 2015 “Inference With Confidence” workshop in Oslo, significantly enhancing the influence and practical utility of confidence distributions in the statistical community.