How would I write an analysis essay for Lady Sings the Blues.I am being asking to analyze the context of the story.

It seems to me that one of the major sticking points I see
in this is the idea of "analyze the context."  I think that more here is needed in order
to better understand how this essay is to be written.  If the question is seeking to
analyze the social context of the narrative, then I think that discussing the reality of
a segregated America, the fact that there was "two Americas," and how this impacted
Holiday is going to be something that needs to be discussed.  If the context of the
story relates to Holiday herself, then you might have to discuss how her being abused
and neglected by people and a social order held tremendous impact on her and her
perception of the world.  In either case, being able to identify specific parts of the
work to support your arguments are going to be essential.  I think that once we identify
what "the context of the story" is, then this essay becomes easier to
compose.