Conjecture on the global-null correlation maximum bound
Let fn(x)f_n(x)fn(x) be the density of n∣Sij∣\sqrt{n}|S_{ij}|n∣Sij∣, let Fˉn(x)=∫xnfn(x)\bar{F}_n(x)=\int_x^{\sqrt{n}}f_n(x)Fˉn(x)=∫xnfn(x), and let Gn,p(x)G_{n,p}(x)Gn,p(x) be the cumulative distribution function of the maximum of an ind…