In preparing for class today (I am teaching NYU #data4physics), I worked through the relationship between a p-value (like what's used in medical research) and a physicist's n-sigma measurement. They are related in some very special cases, like in particular when the value being measured is a linear parameter (like an amplitude) and the noise is Gaussian. But those cases are special. And also: Converting n-sigma to p-value depends very critically on the noise model. So I don't like thinking of it as a p-value. That said, maybe there is no difference?
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