Abstract
We review methods of data analysis for biophysical data with a special emphasis on single molecule applications. Our review is intended for anyone, from student to established researcher. For someone just getting started, we focus on exposing the logic, strength and limitations of each method and cite, as appropriate, the relevant literature for implementation details. We review traditional frequentist and Bayesian parametric approaches to data analysis and subsequently extend our discussion to recent non-parametric and information theoretic methods.
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