  The notion of confidence distribution (CD), an entirely frequentist concept,
is in essence a Neymanian interpretation of Fisher's Fiducial distribution. It
contains information related to every kind of frequentist inference. In this
article, a CD is viewed as a distribution estimator of a parameter. This leads
naturally to consideration of the information contained in CD, comparison of
CDs and optimal CDs, and connection of the CD concept to the (profile)
likelihood function. A formal development of a multiparameter CD is also
presented.
