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Am a mechanical student is data analysis good programming software to learn?
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Data analysis is no software, but a process to evaluate data. If your question is "should I learn data analysis as a mechanical student" the answer is: it depends. Data analysis is important for mechanical engineering (with it's importance rising even more). It is used, for example, to make relatively exact predictions when part X in machine Y is about to die.
So why is the answer "it depends"? There are dedicated data analysts working on such things. If you want to specialize in it you'd of course need to learn it.