This is the guest editors' general introduction to a Special Issue of the Journal of Statistical Planning and Inference, dedicated to confidence distributions and related themes. Confidence distributions (CDs) are distributions for parameters of interest, constructed via a statistical model after analysing the data. As such they serve the same purpose for the frequentist statisticians as the posterior distributions for the Bayesians. There have been several attempts in the literature to put up a clear theory for such confidence distributions, from Fisher's fiducial inference and onwards. There are certain obstacles and difficulties involved in these attempts, both conceptually and operationally, which have contributed to the CDs being slow in entering statistical mainstream. Recently there is a renewed surge of interest in CDs and various related themes, however, reflected in both series of new methodological research, advanced applications to substantive sciences, and dissemination and communication via workshops and conferences. The present special issue of the JSPI is a collection of papers emanating from the {\it Inference With Confidence} workshop in Oslo, May 2015. Several of the papers appearing here were first presented at that workshop. The present collection includes however also new research papers from other scholars in the field.
翻译:本文是《统计规划与推断期刊》特刊的客座编辑导言,该特刊致力于探讨置信分布及其相关主题。置信分布是在分析数据后通过统计模型构建的、针对感兴趣参数的分布。因此,对于频率派统计学家而言,其作用类似于贝叶斯学派的后验分布。从费希尔的基准推断开始,文献中已有多次尝试为这类置信分布建立清晰的理论框架。这些尝试在概念和操作层面均存在一定的障碍与困难,导致置信分布进入统计学主流的过程较为缓慢。然而,近期对置信分布及相关主题的研究兴趣再度高涨,这体现在一系列新的方法论研究、对实质性科学的高级应用,以及通过研讨会和会议进行的传播与交流中。本期《统计规划与推断》特刊收录了2015年5月在奥斯陆举办的“置信推断”研讨会上产生的论文。其中多篇论文首次在该研讨会上发表。此外,本专辑也收录了该领域其他学者的最新研究论文。