Calculating confidence intervals in parameter estimation: A case study

Elias Kyriakides, Gerald Thomas Heydt

Research output: Contribution to journalArticlepeer-review

17 Scopus citations


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
Issue number1
StatePublished - Jan 2006


  • 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


Dive into the research topics of 'Calculating confidence intervals in parameter estimation: A case study'. Together they form a unique fingerprint.

Cite this