Response times are one of the most commonly collected dependent measures in empirical investigations of human cognition. Issues of response time analysis are becoming more important as models are developed that make explicit predictions about the shape of the response time distribution. This chapter addresses the general problem of response time analysis. First, I present the concept that response time data form a random sample from some distribution. I discuss how random variables are characterized, defining the density, distribution, survivor and hazard functions. I pay special attention to problems of estimation, including familiar issues involving central tendency (mean) and dispersion (variance) and the effects of outliers on these statistics. I also address parameter estimation in the context of specific models of the response time distribution. Methods for obtaining empirical estimates of the distribution, density and hazard functions are presented. Finally, in the last section of the chapter, I demonstrate and discuss the use of distributional analysis in testing processing models of cognition.