  We review methods of data analysis for biophysical data with a special
emphasis on single molecule applications. Our review is intended for anyone,
from student to established researcher. For someone just getting started, we
focus on exposing the logic, strength and limitations of each method and cite,
as appropriate, the relevant literature for implementation details. We review
traditional frequentist and Bayesian parametric approaches to data analysis and
subsequently extend our discussion to recent non-parametric and information
theoretic methods.
