Everything you wanted to know about Data Analysis and Fitting but were   afraid to ask
  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. 
Peter Young
physics.data-an cond-mat.stat-mech physics.comp-ph