Benjamini-Hochberg FDR Under Correlated Gaussian Tests
Does the Benjamini-Hochberg procedure always control the false-discovery rate at its nominal level for correlated two-sided Gaussian p-values? A factor model gives $\mathrm{FDR} > 0.0104$ at nominal level $\alpha = 0.01$.
Exact FrontierDelta
Scope and record
Occurred: Jul 13, 2026
Delta type: SOURCE CLAIM
Assumptions: VibeMathed verification: unreviewed. Publication: preprint. AI contribution: ai-discovered. Imported under CC BY 4.0.
Canonical aliases: Benjamini-Hochberg FDR Under Correlated Gaussian Tests · BH under correlation
Confidence: Not scored
Registry verification: unreviewed · preprint · resolved
Attribution
VibeMathed
registry · event recorded by
Edgar Dobriban
human · human collaborator
GPT-5.6 Pro
model · ai model contributor · OpenAI
Lineage and corrections
This event attributed to Edgar Dobriban
This event attributed to GPT-5.6 Pro