On Pooling Data

Abstract
On the basis of samples from normally distributed variates X 1 and X 2, how should one estimate the mean of X1? Should one pool or not pool the means on the basis of a significance test, or should one pool continuously, or not at all? It turns out that if the difference between the true means can be thought of as normally distributed from sample to sample, pooling with unequal weights is preferable.
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