I would assume that comedic confidence is like all other confidence…
It draws you in, and makes you doubt yourself.
You are listening to a quirky bit and suddenly you find your self thinking:
“I don’t know if that was funny or not. But he seems so sure of himself. Maybe it was funny and I just don’t get it. Maybe the jokes on me? Wait, was that the punchline? He’s not done? Oh, everyone else is laughing. Where is this going? He finished?”
See, all else equal, confidence can make people believe that you have what it takes.
Understand: Few can pull this off.
Another rule was to make the audience believe that I thought I was fantastic, that my confidence could not be shattered. They had to believe that I didn’t care if they laughed at all, and that this act was going on with or without them. I was having trouble ending my show. I thought, “Why not make a virtue of it?” I started closing with extended bowing, as though I heard heavy applause. I kept insisting that I needed to “beg off.” No, nothing, not even this ovation I am imagining, can make me stay. My goal was to make the audience laugh but leave them unable to describe what it was that had made them laugh. In other words, like the helpless state of giddiness experienced by close friends tuned in to each other’s sense of humor, you had to be there. At least that was the theory. And for the next eight years, I rolled it up a hill like Sisyphus.
-Steve Martin, Born Standing Up (Amazon)