It tells the story of how we arrive at our profound conclusions, starting from the early 20th century and following developments up to the latest data analysis of big astronomical datasets. It provides an enlightening description of the mathematical, physical and statistical basis for understanding and interpreting the results of key space-based and ground-based data. Subjects covered include general relativity, cosmological models, the inhomogeneous Universe, physics of the cosmic background radiation, and methods and results of data analysis.