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This paper introduces to readers the new concept and methodology ofconfidence distribution and the modern-day distributional inference instatistics. This discussion should be of interest to people who would like togo into the depth of the statistical inference methodology and to utilizedistribution estimators in practice. We also include in the discussion thetopic of generalized fiducial inference, a special type of moderndistributional inference, and relate it to the concept of confidencedistribution. Several real data examples are also provided for practitioners.We hope that the selected content covers the greater part of the developmentson this subject.

Confidence Distribution and Distribution Estimation for Modern Statistical Inference