Universal Tools.- The Sea of Wavelets.- Fisher Matrices and All That: Experimental Design and Data Compression.- Data Compression, Classification and Parameter Estimation. Methods: Examples from Astronomy.- Statistics of Cosmic Background Radiation.- Cosmic Microwave Background Anisotropies: The Power Spectrum and Beyond.- Cosmic Microwave Background Polarization Analysis.- Diffuse Source Separation in CMB Observations.- Techniques for Compact Source...