Calculating confidence intervals in parameter estimation: A case study

Elias Kyriakides; Gerald Thomas Heydt

doi:10.1109/TPWRD.2005.848440

Calculating confidence intervals in parameter estimation: A case study

Elias Kyriakides, Gerald Thomas Heydt

Research output: Contribution to journal › Article › peer-review

18 Scopus citations

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 language	English (US)
Pages (from-to)	508-509
Number of pages	2
Journal	IEEE Transactions on Power Delivery
Volume	21
Issue number	1
DOIs	https://doi.org/10.1109/TPWRD.2005.848440
State	Published - Jan 2006

Keywords

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

ASJC Scopus subject areas

Energy Engineering and Power Technology
Electrical and Electronic Engineering

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10.1109/TPWRD.2005.848440

Cite this

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title = "Calculating confidence intervals in parameter estimation: A case study",

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.",

keywords = "Bonferroni, Confidence interval, F Distribution, Least squares, Parameter estimation, State estimation, Student's t distribution, Synchronous generators",

author = "Elias Kyriakides and Heydt, {Gerald Thomas}",

note = "Funding Information: Manuscript received April 14, 2004; revised November 9, 2004. This work was supported in part by the Power Systems Engineering Research Center (PSERC) and in part by Arizona Public Service (APS). Paper no. PESL-00043-2004. E. Kyriakides is with the University of Cyprus, Nicosia, Cyprus (e-mail: kyr-iakides@ieee.org). G. T. Heydt is with Arizona State University, Tempe, AZ 85287 USA (e-mail: heydt@asu.edu). Digital Object Identifier 10.1109/TPWRD.2005.848440",

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AB - 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.

KW - Bonferroni

KW - Confidence interval

KW - F Distribution

KW - Least squares

KW - Parameter estimation

KW - State estimation

KW - Student's t distribution

KW - Synchronous generators

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Calculating confidence intervals in parameter estimation: A case study

Abstract

Keywords

ASJC Scopus subject areas

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