In the classical literature, the confidence distribution function is interpreted as a distribution function of the parameter θ, which is impossible unless fiducial reasoning is involved since, in a frequentist setting, the parameters are fixed and nonrandom.
The confidence distribution function is interpreted as a distribution function of the parameter θ and nonrandom. This was in the classical literature. The parameter θ is impossible. Fiducial reasoning is involved. The parameters are fixed. This was in a frequentist setting.