If the unit normal distribution is the distribution under discussion, there's no difference. In that case they become the same. Here's how a physicist computes

If the unit normal distribution is the distribution under discussion, there's no difference. In that case they become the same. Here's how a physicist computes a p-value given a sigma value: http://i.imgur.com/pcjr6cN.gif http://i.imgur.com/pcjr6cN.gif Note that the unit normal distribution is the underlying context.