In modern fields of planetary science and astronomy, vast quantities of data are often available to researchers. The challenge is converting this information into meaningful knowledge about the universe. The primary focus of this course is the development of a broad and general tool set that can be applied to the student's own research. We will use case studies from the astrophysical and planetary science literature as our guide as we learn about common pitfalls, explore strategies for data analysis, understand how to select the best model for the task at hand, and learn the importance of properly quantifying and reporting the level of confidence in one's conclusions.