Table 2.
Type of Copula | τ | Empirical Global Power | PFS | OS | ||||
---|---|---|---|---|---|---|---|---|
| ||||||||
1st Interim | Final Analysis | Power | 1st Interim | Final Analysis | Power | |||
Independence | 0 | 0.979 | 0.206 | 0.647 | 0.853 | 0.221 | 0.855 | 0.856 |
Normal | 0.10 | 0.969 | 0.205 | 0.645 | 0.851 | 0.211 | 0.849 | 0.849 |
0.30 | 0.955 | 0.202 | 0.646 | 0.848 | 0.217 | 0.852 | 0.853 | |
0.50 | 0.934 | 0.209 | 0.639 | 0.849 | 0.216 | 0.860 | 0.860 | |
0.70 | 0.912 | 0.203 | 0.644 | 0.847 | 0.209 | 0.855 | 0.856 | |
Frank | 0.10 | 0.974 | 0.203 | 0.646 | 0.850 | 0.206 | 0.856 | 0.857 |
0.30 | 0.957 | 0.207 | 0.645 | 0.852 | 0.215 | 0.856 | 0.857 | |
0.50 | 0.938 | 0.203 | 0.647 | 0.850 | 0.218 | 0.852 | 0.853 | |
0.70 | 0.912 | 0.204 | 0.640 | 0.844 | 0.215 | 0.854 | 0.855 | |
Gumbel | 0.10 | 0.969 | 0.209 | 0.638 | 0.846 | 0.221 | 0.853 | 0.854 |
0.30 | 0.947 | 0.208 | 0.638 | 0.846 | 0.217 | 0.854 | 0.854 | |
0.50 | 0.929 | 0.208 | 0.639 | 0.847 | 0.210 | 0.857 | 0.857 | |
0.70 | 0.909 | 0.212 | 0.638 | 0.850 | 0.216 | 0.854 | 0.855 |