In this article, we describe the techniques and concepts of data analysis. A variety of data analysis methods are introduced and illustrated by examples. Two categories, supervised data analysis and unsupervised data analysis, are given according to their different initial conditions and resultant uses. Two methods for data analysis are also described, which are based on the probability theory and the fuzzy set theory respectively. An approach of data analysis on Internet data is proposed. The improvements for the data analysis methods are also discussed.