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Calculating confidence intervals in parameter estimation: a case study

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2 Author(s)
Kyriakides, E. ; Univ. of Cyprus, Nicosia, Cyprus ; Heydt, G.T.

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.

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Power Delivery, IEEE Transactions on  (Volume:21 ,  Issue: 1 )