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These proceedings comprise current statistical issues in analyzing data in particle physics, astrophysics and cosmology, as discussed at the PHYSTAT05 conference in Oxford. This is a continuation of the popular PHYSTAT series; previous meetings were held at CERN (2000), Fermilab (2000), Durham (2002) and Stanford (2003). In-depth discussions on topical issues are presented by leading statisticians and research workers in their relevant fields. Included are invited reviews and contributed research papers presenting the latest, state-of-the-art techniques.