We estimate the mass of the central black hole in our Galaxy from stellar k
inematic data published by Ghez et al. and Genzel et al. For this we develo
p a method, related to that presented by Merritt in 1993, for nonparametric
ally reconstructing the mass profile and the stellar distribution function
in the central region of the Galaxy from discrete kinematic data, including
velocity errors. Models are searched using the Metropolis algorithm. We as
sume that the mass distribution is spherical and the stellar velocity distr
ibution is isotropic, and we devise a test of this assumption. From proper
motions we obtain an enclosed mass of (2.0 +/- 0.7) x 10(6) M-circle dot wi
thin the inner 0.0044 pc, from radial velocities we obtain a mass of 2.2(-1
.0)(+1.6) x 10(6) M-circle dot within 0.046 pc, and from three-dimensional
velocities we obtain 1.8(-0.3)(+0.4) x 10(6) M-circle dot within 0.046 pc.