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 deviations σ_l,σ_k among k experimental groups is examined first, and the Bayesian estimation of (σ, σ₁,σ_k) is discussed. Secondly, under the assumption of a common standard deviation and possibly different equicorrelations, the Bayesian estimation of (ρ₁,ρ_k,σ) is considered.