Suboptimal heuristic search algorithms can benefit from reasoning about heuristic error, especially in a real-time setting where there is not enough time to search all the way to a goal. However, current reasoning methods implicitly or explicitly incorporate assumptions about the cost-to-go function. We consider a recent real-time search algorithm, called Nancy, that manipulates explicit beliefs about the cost-to-go. The original presentation of Nancy assumed that these beliefs are Gaussian, with parameters following a certain form. In this paper, we explore how to replace these assumptions with actual data. We develop a data-driven variant of Nancy, DDNancy, that bases its beliefs on heuristic performance statistics from the same domain. W...