  The problem of error analysis is addressed in stages beginning with the case
of uncorrelated parameters and proceeding to the Bayesian problem that takes
into account all possible correlations when a great deal of prior information
about the accessible parametr space is available. The formulas for the standard
deviations and deviations with arbitrary confidence levels are derived.
Underestimation of the errors of XAFS-function extraction is shown to be a
source of unjustified optimistic errors of fitting parameters. The applications
of statistical chi^2- and F-tests to the fitting problems are also discussed.
