That will depend on the wheel bearing setup. On some setups, the outer nut sets the bearing preload. In that case, you do not wrench the first nut down too tight....you tighten it to the point of getting rid of the freeplay on the bearings and then tighten the locknut.
The later trucks use a spacer and shims between the two bearings to set the preload. In those axles, you can tighten the nuts right down.
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