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Relationship between p-val and confidence interval

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What is the relationship between a p-value and a confidence interval?

A 95% confidence interval contains all values of a parameter, which if tested as null hypotheses, would give a P-value \(\geq 0.05\).

More often, we use the relationship between confidence intervals and p-values in an experimental setting, where we compare two quantities and the null hypothesis is that there is no difference. In this specific content, we can say that a 95% confidence interval of the treatment effect that does not overlap with zero implies a p-value of \(p < 0.05\).

Topics

Confidence interval, P-value, Hypothesis testing
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