As was mentioned in another comment, it’s a statistical term that measures the standard deviation. It basically tells you how “far” from the center of the bell curve you are with your data points. The higher the sigma, the less likely it is that an observed event was a fluke.

For example, 1-sigma event has a ~37% chance of being a “coincidence”, and 2-sigma has a chance of about 4.5%.

In science, 3-sigma (0.135%) is the first publishable certainty, it’s when something becomes significant enough to start a discussion.

And 5-sigma is the most common threshold for claiming discovery. 5-sigma events have a 0.0000287% chance of being a coincidence or some random happenstance. Or one in 3.5 million.

Higgs boson discovery was announced after 5-sigma certainty was reached. It means that if that particle didn’t actually exist, the chance of the experiments producing observed results would be 1 in 3.5 mln.