Confidence distributions in statistical inference

descriptionPublicationkeyboard_double_arrow_right Article , Other literature type 01 Jan 2011Publisher:AIPJournal:AIP Conference Proceedings (issn: 0094-243X,

Authors: Sergey Bityukov; Nikolai Krasnikov; Saralees Nadarajah; Vera Smirnova; Ali Mohammad-Djafari; Jean-François Bercher; Pierre Bessiére;

doi: 10.1063/1.3573637

Confidence distributions in statistical inference

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Abstract

This paper reviews the new methodology for statistical inferences. Point estimators, confidence intervals and p—values are fundamental tools for frequentist statisticians. Confidence distributions, which can be viewed as “distribution estimators”, are often convenient for constructing all of the above statistical procedures and more.

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