Combining correlated measurements of several different physical quantities

Measurements of different physical quantities are often correlated when they are performed by the same experiment, using the same data or the same detector. Correlations may also exist between the results of different experiments, for instance if they rely on the use of the same theoretical models. All these correlations must be properly taken into account to provide the best combined estimate of each measured quantity. A procedure used to combine the correlated results of different high-energy physics experiments is reviewed in this paper.