I'm new to statistics and still learning some of the basic concepts. Although I am slowly getting them sorted out, I still often find myself getting confused between Significance Levels, Confidence Intervals and P-Values. Just wondering if anyone can help with a refreshing, clear explanation of how they are each used and perhaps related?

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    $\begingroup$ Take a look at this web page: onlinestatbook.com/2/logic_of_hypothesis_testing/sign_conf.html $\endgroup$ – David Lane Mar 31 '17 at 22:11
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    $\begingroup$ A p-value is the probability of obtaining a value as extreme or more extreme than the observed value when the null hypothesis is assumed. Confidence intervals are intervals that in repeated sampling would include the true parameter a certain percentage of time. The significance level is the percentage of the time that the confidence interval will not contain the parameter. This all depends on the null hypothesis and the assumed family of probability distributions. David Lane's online text provides more detail. $\endgroup$ – Michael R. Chernick Mar 31 '17 at 22:27
  • $\begingroup$ Thanks for the feedback guys, this was very helpful. David Lane's page looks like a great resource too, looking forward to digging into it some more. $\endgroup$ – EthanT Apr 1 '17 at 5:55

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