Calculating confidence intervals in parameter estimation: A case study

Elias Kyriakides, Gerald Thomas Heydt

Research output: Contribution to journalArticle

11 Citations (Scopus)

Abstract

A method to construct simultaneous confidence intervals for least squares estimates is described. The calculation of one-at-a-time confidence intervals is very popular and straight-forward. However, one-at-a-time confidence intervals result in lower confidence levels than anticipated. Simultaneous confidence intervals are more difficult to construct, but are more theoretically sound. A power engineering state estimation application is shown; both types of confidence intervals are constructed using actual data.

Original languageEnglish (US)
Pages (from-to)508-509
Number of pages2
JournalIEEE Transactions on Power Delivery
Volume21
Issue number1
DOIs
StatePublished - Jan 2006

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State estimation
Parameter estimation
Acoustic waves

Keywords

  • Bonferroni
  • Confidence interval
  • F Distribution
  • Least squares
  • Parameter estimation
  • State estimation
  • Student's t distribution
  • Synchronous generators

ASJC Scopus subject areas

  • Electrical and Electronic Engineering

Cite this

Calculating confidence intervals in parameter estimation : A case study. / Kyriakides, Elias; Heydt, Gerald Thomas.

In: IEEE Transactions on Power Delivery, Vol. 21, No. 1, 01.2006, p. 508-509.

Research output: Contribution to journalArticle

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