Calculating confidence intervals in parameter estimation: a case study

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 c...

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Bibliographic Details
Published in:IEEE transactions on power delivery 2006-01, Vol.21 (1), p.508-509
Main Authors: Kyriakides, E., Heydt, G.T.
Format: Article
Language:English
Subjects:
Applied sciences
Bonferroni
Computer aided software engineering
confidence interval
Confidence intervals
Construction
Electrical engineering. Electrical power engineering
Electrical machines
Electrical power engineering
Estimates
Exact sciences and technology
least squares
Least squares approximation
Least squares method
Mathematical analysis
Parameter estimation
Power engineering
Power networks and lines
Power systems
Probability distribution
Sound
State estimation
Statistical distributions
Student's
Synchronous generators
Theory. Simulation
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Description
Summary: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.
ISSN:0885-8977
1937-4208
DOI:10.1109/TPWRD.2005.848440