Let X1, ..., Xn (n p 2) be independently and identically distributed p-dimensional normal random vectors with mean vector [mu] and positive definite covariance matrix [Sigma] and let [Sigma] and . be partioned as1 p-1 1 p-1. We derive here the best equivariant estimators of the regression...

Let X1,...,Xn (n1, p1) be independently and identically distributed normal p-vectors with mean [mu] and covariance matrix ([mu]'[mu]/C2)I, where the coefficient of variation C is known. The authors have obtained the best equivariant estimator of [mu] under the loss function...

In this paper we provide an alternative method of construction for incomplete block designs used for varietal trails by using designs for factorial experiments where the level codes of the factors are modified. By this method many existing designs are obtained quite simply and some new designs...