> p-values don't assume a normal distribution. No, not unless a p-value is expressed in terms of sigma as in this case and similar ones. In this case, and comm

> p-values don't assume a normal distribution. No, not unless a p-value is expressed in terms of sigma as in this case and similar ones. In this case, and commonly in experimental physics, there's a relationship between n-sigma (usually 3σ or 5σ in different circumstances) and how a p-value is acquired from a sigma expression. The p-value is acquired from a sigma value like this: http://i.imgur.com/pcjr6cN.gif http://i.imgur.com/pcjr6cN.gif My point? In experimental physics there's a connection between (a) an expression including an integer and "sigma", (b) a resulting, widely quoted numerical value, and (c) the method for converting one to the other, using a Gaussian distribution as shown. http://physicsbuzz.physicscentral.com/2012/07/does-5-sigma-discovery.html http://physicsbuzz.physicscentral.com/2012/07/does-5-sigma-d... Quote: "But what does a 5-sigma result mean, and why do particle physicists use this as a benchmark for discoveries? To answer these questions, we'll have to look at one of the statistician's oldest friends and C-student's worst enemies: the normal distribution or bell curve." Couldn't have said it better myself. > The only way that the Normal distribution comes into play is that physicists are measuring the smallness of their p-values by stating a number of standard deviations from the Normal mean that would have the same p-value. Hmm. Yes, that's right. That's why I replied as I did in my original post.