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The most important result of this paper is application of this theory to the following problem:    (i) Let \\(\\underset \\tilde{} X=(x_ 1,...,x_ n)\\) be a sample from the exponential \\((\\theta)\\) model where \\(\\theta\\) is unknown. How to estimate the \\(\\beta\\)-quantile \\(q(\\theta)=-\\theta.\\ln(1-\\beta)?\\)    (ii) Let \\(\\underset \\tilde{} X=(\\underset \\tilde{} x_ 1,...,\\underset \\tilde{} x_ n)^ t\\in R^{p\\times n}\\) be a sample from \\(N_ p(\\mu,\\Sigma)\\) distribution, where \\(\\mu \\in R^ p\\) and \\(\\Sigma \\in R^{p\\times p}\\) positive definite are not known. Let \\(Q(\\mu,\\Sigma)=\\{y| (y-\\mu)^ t\\Sigma(y-\\mu)\\leq k_ 0\\}\\) where \\(k_ 0=\\chi^ 2_{1-\\beta}(p)\\). How to estimate \\(Q(\\mu,\\Sigma)\\)?    Following two theorems are proved.    Theorem 1. If \\(\\underset \\tilde{} X=(x_ 1,...,x_ n)^ t\\) is a sample from a distribution in the class \\{exponential \\((\\theta)| \\theta>0\\}\\) then a finite optimal equivariant estimator exists for the quantile - \\(\\theta.\\ln(1-\\beta)\\) if and only if \\(\\chi^ 2_{0.5}(2n+2)>-2 \\ln(1-\\beta)\\) and this is always true whenever \\(\\beta \\leq.5\\). When such an estimator exists it is of the form  \\[  \\bar x_ n.(-n.\\ln(1- \\beta))/(\\ln(1-\\beta)+({1\\over2}).\\chi^ 2_{0.5}(2n+2)).  \\]  Theorem 2. If \\(\\underset \\tilde{} X=(\\underset \\tilde{} x_ 1,...,\\underset \\tilde{} x_ n)\\) is a sample from a distribution in \\(\\{N_ p(\\mu,\\Sigma)| \\mu \\in R^ p\\), \\(\\Sigma \\in R^{p\\times p} p.d.\\}\\) then an optimal estimator of the form \\(C(\\underset \\tilde{} X)=\\{\\underset \\tilde{} y| \\underset \\tilde{} y-\\underset \\tilde{} x)^ t.S^{-1}(x).(\\underset \\tilde{} y-\\underset \\tilde{} x)\\leq k\\}\\) where \\(k\\in [0,\\infty)\\) exists for \\(Q(\\mu,\\Sigma)\\) if and only if  \\[  G_ p((n+1)k_ 0)>.5\\text{ and }\\sum^{\\infty}_{m=0} b(m,(n/2),(1/n+1))G_{p+2m}((n+1)k_ 0)<0.5,  \\]  where \\(G_ p\\) equals to the \\(\\chi^ 2_ p\\) distribution function. Important part of the paper is concentrated in the comparison of this method (and results) with approaches proposed earlier for solving the same 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