Comments on "Confidence distribution, the frequentist distribution estimator of a parameter --- a review" by Min-ge Xie and Kesar Singh

TL;DR

This paper provides a critical discussion of the review on confidence distributions, highlighting key points and potential areas for clarification or further research in the frequentist estimation framework.

Contribution

It offers insights and commentary on the comprehensive review of confidence distributions, emphasizing aspects that may need further elaboration or correction.

Findings

Clarifies the scope of confidence distributions

Identifies gaps in the review's coverage

Suggests directions for future research

Abstract

This note is a discussion of the paper "Confidence distribution" by Min-ge Xie and Kesar Singh, to appear in the International Statistical Review.