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This entry examines the methodological challenges of conducting comparative research using criminal justice data and suggests strategies for conducting meaningful cross-national comparisons of penal statistics. Comparing prison and probation statistics is instrumental in providing context to the growing volume of international data on custodial and non-custodial sanctions and measures. For instance, establishing whether a country has high or low rates of imprisonment or probation requires either analysing long-term national trends or comparing countries with each other. Although there has been considerable progress in gathering data at the European level on imprisonment and its alternatives, several obstacles to comparability remain. These obstacles include discrepancies in the definitions and implementations of custodial and non-custodial sanctions and measures, statistical counting rules, and the frameworks of criminal justice systems across countries. Addressing these challenges requires collecting comprehensive metadata on penal statistics, standardizing definitions and data collection methods, and promoting international cooperation among both academic and non-academic experts on criminal justice statistics.