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