Combined Bayesian Estimates for the Equicorrelation Coefficient

Combined Bayesian estimates for equicorrelation covariance matrices are considered. The case of a common equicorrelation p and possibly different standard eviations I,...,aok among k experimental groups is examined first, and the Bayesian estimation of (p, al,...,(k) is discussed. Secondly, under the assumption of a common standard eviation and possibly different equicorrelations, the Bayesian estimation of (Pl,...Pk, ) is considered. RESUME Des estimes bayesiens combines pour des matrices de variances-covariances avec equicorrelations sont consideres. Le cas d'une equicorrelation commune p et possiblement differents ecartstypes 1, -.,ok entre k groupes d'experimentation est examine en premier et l'estimation de (p, I, ... ,k) est discut6e. Deuxiemement, sous l'hypothese d'un 6cart-type commun et possiblement differentes equicorrelations, l'estimation bayesienne de (p,... Pk, a) est consideree.