  Recently several studies have jointly analysed data from different
cosmological probes with the motivation of estimating cosmological parameters.
Here we generalise this procedure to take into account the relative weights of
various probes. This is done by including in the joint \chi^2 function a set of
`Hyper-Parameters', which are dealt with using Bayesian considerations. The
resulting algorithm (in the case of uniform priors on the log of the
Hyper-Parameters) is very simple: instead of minimising \sum \chi_j^2 (where
\chi_j^2 is per data set j) we propose to minimise \sum N_j \ln (\chi_j^2)
(where N_j is the number of data points per data set j). We illustrate the
method by estimating the Hubble constant H_0 from different sets of recent CMB
experiments (including Saskatoon, Python V, MSAM1, TOCO and Boomerang).
