, ▁the ▁concept ▁of ▁a ▁confidence ▁distribution ▁( CD ) ▁has ▁often ▁been ▁lo os ely ▁referred ▁to ▁as ▁a ▁distribution ▁function ▁on ▁the ▁parameter ▁space ▁that ▁can ▁represent ▁confidence ▁intervals ▁of ▁all ▁levels ▁for ▁a ▁parameter ▁of ▁interest . ▁Histor ically , ▁it ▁has ▁typically ▁been ▁constructed ▁by ▁in ver ting ▁the ▁upper ▁limits ▁of ▁lower ▁s ided ▁confidence ▁intervals ▁of ▁all ▁levels , ▁and ▁it ▁was ▁also ▁commonly ▁associated ▁with ▁a ▁fid u cial ▁interpretation ▁( f id u cial ▁distribution ), ▁although ▁it ▁is ▁a ▁purely ▁frequent ist ▁concept . ▁ ▁A ▁confidence ▁distribution ▁is ▁NOT ▁a ▁probability ▁distribution ▁function ▁of ▁the ▁parameter ▁of ▁interest , ▁but ▁may ▁still ▁be ▁a ▁function ▁useful ▁for ▁making ▁infer ences . ▁ ▁In ▁recent ▁years , ▁there ▁has ▁been ▁a ▁sur ge ▁of ▁renew ed ▁interest ▁in ▁confidence ▁distributions . ▁In ▁the ▁more ▁recent ▁develop ments , ▁the ▁ ▁concept ▁of ▁confidence ▁distribution ▁has ▁emer ged ▁as ▁a ▁purely ▁frequent ist ▁concept , ▁without ▁any ▁fid u cial ▁interpretation ▁or ▁reasoning . ▁Con cept ually , ▁a ▁confidence ▁distribution ▁is ▁no ▁different ▁from ▁a ▁point ▁estim ator ▁or ▁an ▁interval ▁estim ator ▁( conf idence ▁interval ), ▁but ▁it ▁uses ▁a ▁sample - dependent ▁distribution ▁function ▁on ▁the ▁parameter ▁space ▁( inst ead ▁of ▁a ▁point ▁or ▁an ▁interval ) ▁to ▁estimate ▁the ▁parameter ▁of ▁interest . ▁ ▁A ▁simple ▁example ▁of ▁a ▁confidence ▁distribution , ▁that ▁has ▁been ▁broad ly ▁used ▁in ▁statistical ▁practice , ▁is ▁a ▁bootstrap ▁distribution . ▁The ▁development