  Under standard regularity assumptions, we provide simple approximations for
specific classes of fiducial and confidence distributions and discuss their
connections with objective Bayesian posteriors. For a real parameter the
approximations are accurate at least to order O(1/n). For the mean parameter of
a multivariate exponential family, our fiducial distribution is asymptotically
normal and invariant to the importance ordering of the components of the mean
parameter.
