  We estimate the mass of the central black hole in our Galaxy from stellar
kinematical data published by Ghez et al. (1998) and Genzel et al. (2000). For
this we develop a method, related to Merritt (1993), for non-parametrically
reconstructing the mass profile and the stellar distribution function in the
central region of the Galaxy from discrete kinematic data, including velocity
errors. Models are searched using the Metropolis algorithm. We assume that the
mass distribution is spherical and the stellar velocity distribution is
isotropic, and devise a test of this assumption. From proper motions we obtain
an enclosed mass of $2.0\pm{0.7}\times10^6{\rm M}_{\odot}$ within the inner
$0.0044\rm pc$, from radial velocities we obtain a mass of
$2.2^{+1.6}_{-1.0}\times10^6{\rm M}_{\odot}$ within 0.046pc and from
three-dimensional velocities we obtain $1.8^{+0.4}_{-0.3}\times10^6{\rm
M}_{\odot}$ within 0.046pc.
