What does a 4.2$\sigma$ discrepancy mean? A brief remark on the statistics of the Muon g-2 Experiment

Abstract

On April 7, 2001 the Muon g-2 Experiment at Fermilab presented its first results which lead to a 4.2$\sigma$ discrepancy between the world average of the muon anomalous magnetic dipole moment and the standard model prediction of this quantity. I take issue with the statistical meaning of this finding.