Confidence distributions: A review

descriptionPublicationkeyboard_double_arrow_right Article 01 Jan 2015 English Publisher:Elsevier BVJournal:Statistical Methodology, volume 22, pages 23-46 (issn: 1572-3127,

Authors: Sergey Bityukov; N. V. Krasnikov; Saralees Nadarajah;

doi: 10.1016/j.stamet.2014.07.002

Confidence distributions: A review

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Abstract

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.

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