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on confidence distributions

January 10, 2018

As Regina Liu gave her talk at ISI this morning on fusion learning and confidence distributions, this led me to think anew about this strange notion of confidence distributions, building a distribution on the parameter space without a prior to go with it, implicitly or explicitly, and vaguely differing from fiducial inference. (As an aside, […]

Confidence distributions

June 11, 2012

I was asked by the International Statistical Review editor, Marc Hallin, for a discussion of the paper “Confidence distribution, the frequentist distribution estimator of a parameter — a review” by Min-ge Xie and Kesar Singh, both from Rutgers University. Although the paper is not available on-line, similar and recent reviews and articles can be found, […]

confidence in confidence

June 8, 2022

[This is a ghost post that I wrote eons ago and which got lost in the meanwhile.] Following the false confidence paper, Céline Cunen, Niels Hjort & Tore Schweder wrote a short paper in the same Proceedings A defending confidence distributions. And blame the phenomenon on Bayesian tools, which “might have unfortunate frequentist properties”. Which […]

false confidence, not fake news!

May 28, 2021

“…aerospace researchers have recognized a counterintuitive phenomenon in satellite conjunction analysis, known as probability dilution. That is, as uncertainty in the satellite trajectories increases, the epistemic probability of collision eventually decreases. Since trajectory uncertainty is driven by errors in the tracking data, the seemingly absurd implication of probability dilution is that lower quality data reduce […]

look, look, confidence! [book review]

April 23, 2018

As it happens, I recently bought [with Amazon Associate earnings] a (used) copy of Confidence, Likelihood, Probability (Statistical Inference with Confidence Distributions), by Tore Schweder and Nils Hjort, to try to understand this confusing notion of confidence distributions. (And hence did not get the book from CUP or anyone else towards purposely writing a review. […]