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It could be in any order:
"There is the case where a monk has developed insight preceded by tranquillity...Then there is the case where a monk has developed tranquillity preceded by insight...Then there is the case where a monk has developed tranquillity in tandem with insight..." ~ AN 4.170 ~
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Yes. In the Pali suttas Samatha and Vipassana were not clearly two seperate practices as they seem to be today. We argue over this all the time. The argument of those who practice "insight only" or "dry insight" is usually that it's a matter of interpretation and that the critique that it's incorrect to separate Vipassana and Samatha comes from rigid minds that think there is little room for interpretation of the often profound and hard to comprehend words of the Buddha, even for Pali scholars. They would say they must be interpreted and to try to follow the teachings so literally would be incorrect.
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What every order both develop Jhana is important to strengthening of wisdom and ultimately both should be developed. So when practising meditation, it is not the best to take the stance that you aim to develop exclusively on or the other, though different techniques maybe conducive for one or the other, but at time when you reap better results in areas which were not intended this also should be accepted. (Having concentration can lead to wisdom and wisdom lead to concentration through the practice is geared to the other.) If you have concentration wisdom is easy but you need some active effort (through not very much) to develop it though.
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The statement that Jhana is difficult for you reveals that you are TRYING to do it. You do not make an effort to reach it. This is an error. You relax the body to calm the mind. You have to be able to understand the elements present in the first Jhana before you will know you are experiencing them. This is the vittaka vicara where you ask and answer questions in your mind while at the same time experiencing the comfort of a calm mind(no hindrances present). Then also you experience the comfort of the body in this totally relaxed state. And lastly in the first Jhana you will experience Ekkagata, which is the settling of the mind into a balanced state where the emotions no longer rule the mind. When you experience ALL of these, THAT is the First Jhana. It happens TO you; you do not MAKE it happen by concentration. AND you will never experience these states without first establishing Sila in your life by LIVING the Five Precepts, not just reciting them. Sila(living a moral life) leads you into Samadhi(calmness of mind, which is the Samatha or Jhanas. Until you reach that level of practice you cannot begin to acquire the wisdom of Panna. Simple really. But far from easy.
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Of course! You are supposed to practice the two together! Btw, let's use proper terminology: jhana = samatha practice, dry insight = vipassana. To use even simpler terms, the former is called "calming meditation" the latter "awareness meditation"
They are complementary not supplementary to one another and actually really one practice... "Really one practice" That is an advanced subject that will not be given full justice on a mere Q&A here. Thus, I suggest reading the chapter about the two in the book "A Short Walk on an Ancient Path" by Brian Ruhe.
Basically, vipassana and jhana cultivation are not two totally separate routes. You cannot just tranquilize yourself into jhana but will still exercise STRONG observing faculties in order to concentrate on the meditation object. The better you are at vipassana, the better you should be at calming yourself and vice versa.
Vipassana, which is pure awareness, instead of having any material meditation object, uses your innate formless awareness as a meditation object. Basically its a meditation object of no-object. What is the object when doing "jhana cultivation"? A material object such as your breath.
Perhaps when you meditate you will notice this: "OK. I am going to focus on my breathhing... Breathing in, breathing out, breathing in oh! Noting I just thought about my mom, coming back to breath, breathing in, breathing out" Makes sense? Jhana would not be possible without vipassana.
Thus, there is only one practice: jhana. That's why the buddha doesn't talk about vipassana in the original texts, just jhana and his reccommended route: breathing meditation. It's also why Thich Nhat Hanh does the same.
The answer to your question: yes! They are one and the same but can be focused on separately to help you perfect Right Meditation and lead you to jhana.