Table 1.
Type of Copula | τ | Empirical Global Type I | PFS | OS | ||||
---|---|---|---|---|---|---|---|---|
|
||||||||
Error Rate | 1st Interim | Final Analysis | Type I Error | 1st Interim | Final Analysis | Type I Error | ||
Type-I error rate | 0.05 | 0.00146 | 0.02441 | 0.025 | 0.00146 | 0.02441 | 0.025 | |
Independence | 0 | 0.051 | 0.0015 | 0.0244 | 0.0259 | 0.0015 | 0.0251 | 0.0257 |
Normal | 0.10 | 0.050 | 0.0017 | 0.0226 | 0.0243 | 0.0023 | 0.0254 | 0.0265 |
0.30 | 0.047 | 0.0013 | 0.0219 | 0.0232 | 0.0022 | 0.0259 | 0.0267 | |
0.50 | 0.047 | 0.0021 | 0.0251 | 0.0273 | 0.0017 | 0.0255 | 0.0264 | |
0.70 | 0.039 | 0.0005 | 0.0224 | 0.0229 | 0.0019 | 0.0259 | 0.0265 | |
Frank | 0.10 | 0.051 | 0.0017 | 0.0254 | 0.0271 | 0.0012 | 0.0242 | 0.0247 |
0.30 | 0.044 | 0.0014 | 0.0228 | 0.0242 | 0.0012 | 0.0217 | 0.0221 | |
0.50 | 0.046 | 0.0016 | 0.0244 | 0.0260 | 0.0014 | 0.0247 | 0.0253 | |
0.70 | 0.040 | 0.0020 | 0.0234 | 0.0254 | 0.0017 | 0.0217 | 0.0226 | |
Gumbel | 0.10 | 0.046 | 0.0014 | 0.0210 | 0.0224 | 0.0012 | 0.0246 | 0.0248 |
0.30 | 0.051 | 0.0016 | 0.0230 | 0.0246 | 0.0017 | 0.0283 | 0.0286 | |
0.50 | 0.041 | 0.0014 | 0.0220 | 0.0234 | 0.0016 | 0.0220 | 0.0227 | |
0.70 | 0.042 | 0.0015 | 0.0257 | 0.0257 | 0.0018 | 0.0246 | 0.0253 |