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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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| Published in: | IEEE transactions on power delivery 2006-01, Vol.21 (1), p.508-509 |
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| Main Authors: | , |
| Format: | Article |
| Language: | English |
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| container_end_page | 509 |
| container_issue | 1 |
| container_start_page | 508 |
| container_title | IEEE transactions on power delivery |
| container_volume | 21 |
| creator | Kyriakides, E. Heydt, G.T. |
| description | 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. |
| doi_str_mv | 10.1109/TPWRD.2005.848440 |
| format | article |
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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.</description><identifier>ISSN: 0885-8977</identifier><identifier>EISSN: 1937-4208</identifier><identifier>DOI: 10.1109/TPWRD.2005.848440</identifier><identifier>CODEN: ITPDE5</identifier><language>eng</language><publisher>New York, NY: IEEE</publisher><subject>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</subject><ispartof>IEEE transactions on power delivery, 2006-01, Vol.21 (1), p.508-509</ispartof><rights>2006 INIST-CNRS</rights><rights>Copyright The Institute of Electrical and Electronics Engineers, Inc. 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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.</description><subject>Applied sciences</subject><subject>Bonferroni</subject><subject>Computer aided software engineering</subject><subject>confidence interval</subject><subject>Confidence intervals</subject><subject>Construction</subject><subject>Electrical engineering. Electrical power engineering</subject><subject>Electrical machines</subject><subject>Electrical power engineering</subject><subject>Estimates</subject><subject>Exact sciences and technology</subject><subject>least squares</subject><subject>Least squares approximation</subject><subject>Least squares method</subject><subject>Mathematical analysis</subject><subject>Parameter estimation</subject><subject>Power engineering</subject><subject>Power networks and lines</subject><subject>Power systems</subject><subject>Probability distribution</subject><subject>Sound</subject><subject>State estimation</subject><subject>Statistical distributions</subject><subject>Student's</subject><subject>Synchronous generators</subject><subject>Theory. 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Electrical power engineering</topic><topic>Electrical machines</topic><topic>Electrical power engineering</topic><topic>Estimates</topic><topic>Exact sciences and technology</topic><topic>least squares</topic><topic>Least squares approximation</topic><topic>Least squares method</topic><topic>Mathematical analysis</topic><topic>Parameter estimation</topic><topic>Power engineering</topic><topic>Power networks and lines</topic><topic>Power systems</topic><topic>Probability distribution</topic><topic>Sound</topic><topic>State estimation</topic><topic>Statistical distributions</topic><topic>Student's</topic><topic>Synchronous generators</topic><topic>Theory. 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| identifier | ISSN: 0885-8977 |
| ispartof | IEEE transactions on power delivery, 2006-01, Vol.21 (1), p.508-509 |
| issn | 0885-8977 1937-4208 |
| language | eng |
| recordid | cdi_pascalfrancis_primary_17389999 |
| source | IEEE Xplore (Online service) |
| 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 |
| title | Calculating confidence intervals in parameter estimation: a case study |
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