  This paper and its companion form an extended version of notes provided to
participants in the Valencia September 2004 summer school on Data Analysis in
Cosmology. The papers offer a pedagogical introduction to the problem of
estimating the power spectrum from galaxy surveys. The intention is to focus on
concepts rather than on technical detail, but enough mathematics is provided to
point the student in the right direction.
  This first paper presents background material. It collects some essential
definitions, discusses traditional methods for measuring power, notably the
Feldman-Kaiser-Peacock (1994) method, and introduces Bayesian analysis, Fisher
matrices, and maximum likelihood. For pedagogy and brevity, several derivations
are set as exercises for the reader. At the summer school, multiple choice
questions, included herein, were used to convey some didactic ideas, and
provoked a little lively debate.
