level of significance, P-value, and confidence interval how do they relate?
The level of significance is the probability that a rejected null hypothesis is really true. For example, if P = .01, you would reject the null hypothesis. However, there is still a 1/100 chance that whatever results you obtained would occur solely by chance.
I assume by "P-value" that you mean probability value, which could deal with any probability. A percentile could be a P-value. For example, the median is defined as the 50th percentile. Its P-value would be .50. Assuming a normal distribution, the P-value between -1 and +1 standard deviation would be about .68.
The confidence interval indicates how sure you are that the true parameter lies within a set of limits found with a sample's data. For example, you might say with 95% confidence that a population mean lies within ±2 standard error of a sample mean. You would be approximately 68% confident that it would lie within ±1 standard error.
I hope this helps. Thanks for asking.