  These notes discuss, in a style intended for physicists, how to average data
and fit it to some functional form. I try to make clear what is being
calculated, what assumptions are being made, and to give a derivation of
results rather than just quote them. The aim is put a lot useful pedagogical
material together in a convenient place. This manuscript is a substantial
enlargement of lecture notes I prepared for the Bad Honnef School on "Efficient
Algorithms in Computational Physics", September 10-14, 2012.
