  The mathematics of linear fits is presented in covariant form. Topics
include: correlated data, covariance matrices, joint fits to multiple data
sets, constraints, and extension of the formalism to non-linear fits. A brief
summary at the end provides a convenient crib sheet. These are somewhat
amplified notes from a 90 minute lecture in a first-year graduate course. None
of the results are new. They are presented here because they do not appear to
be elsewhere available in compact form.
