Invariant empirical Bayes confidence interval for mean vector of normal distribution

Based on one given Bayesian model of multivariate normal with unknown mean vector parameter and known variance marix we will find an empirical Bayes confidence interval for the mean vector components which have normal distribution. we will find this empirical Bayes confidence interval as a conditional form on ancillary statistic ( ancillary statistic or noninformative statistic ) . In both cases (i . e . unconditional empirical Bayes confidence intervalthe empirical Bayes confidence interval in invariant and also conditional empirical Bayes confidence interval ) the empirical Bayes confidence interval is invariant with respect to the group with given confidence level.