Mathematica: How can I use option Weights for fitting?

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How can I use option Weights for fitting?
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(mathematica.stackexchange.com/users/96206/a-novice)A novice
(mathematica.stackexchange.com/users/75628/domen)Domen
(mathematica.stackexchange.com/users/46318/daniel-huber)Daniel Huber
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