Notes on the data analysis in high-energy astrophysics

These notes were originally prepared as additional material for the lessons I have given at the summer school Gamma-ray Astrophysics and Multifrequency: Data analysis and astroparticle problems, organized by the Department of Physics of the University of Perugia (Italy) on July 3-7, 2006. The necessarily limited time of the lessons forced to a drastic selection of the topics and, therefore, I have thought it was useful to complete the slides of the presentation with the notes you find in these few pages. These notes are a kind of ``link'' between the theoretical approach of the University lessons and the practice of the real use. During these years, I have seen that this material is useful for students that are beginning their thesis on research topics based on the use and the interpretation of data from X- and gamma-ray satellites. Therefore, I have thought to update the content of these notes, to translate them into English and to post on arXiv, in order to make them available to a larger public, hoping to give a useful help to other beginners. Since the public is basically composed of graduating students, I have assumed a well-grounded knowledge of basic astrophysics, the principles of instrumentation for physical sciences and the statistical analysis. Therefore, I have focused my notes on the practical issues and given some bibliographic references, just some advice, just to draw the attention on some points that are too much detailed for a university lesson. Nevertheless, the bibliography should be also a good starting point for those who want to further explore these topics.