Table 3.
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 | 0.00067 | 0.02479 | 0.025 | 0.00067 | 0.02479 | 0.025 | |
Independence | 0 | 0.054 | 0.0008 | 0.0280 | 0.0288 | 0.0008 | 0.026 | 0.0260 |
Normal | 0.10 | 0.050 | 0.0007 | 0.0249 | 0.0256 | 0.0010 | 0.0251 | 0.0255 |
0.30 | 0.046 | 0.0008 | 0.0224 | 0.0232 | 0.0006 | 0.0256 | 0.0256 | |
0.50 | 0.048 | 0.0010 | 0.0260 | 0.0270 | 0.0009 | 0.0259 | 0.0270 | |
0.70 | 0.043 | 0.0005 | 0.0265 | 0.027 | 0.0006 | 0.0250 | 0.0253 | |
Frank | 0.10 | 0.049 | 0.0009 | 0.0224 | 0.0233 | 0.0006 | 0.0258 | 0.0262 |
0.30 | 0.049 | 0.0009 | 0.0242 | 0.0251 | 0.0007 | 0.0245 | 0.0253 | |
0.50 | 0.046 | 0.0006 | 0.0265 | 0.0271 | 0.0009 | 0.0233 | 0.0234 | |
0.70 | 0.044 | 0.0009 | 0.0250 | 0.0259 | 0.0005 | 0.0279 | 0.0279 | |
Gumbel | 0.10 | 0.051 | 0.0006 | 0.0262 | 0.0268 | 0.0002 | 0.0256 | 0.0257 |
0.30 | 0.049 | 0.0012 | 0.0250 | 0.0262 | 0.0008 | 0.0254 | 0.0255 | |
0.50 | 0.042 | 0.0006 | 0.0234 | 0.0240 | 0.0005 | 0.0242 | 0.0243 | |
0.70 | 0.041 | 0.0005 | 0.0254 | 0.0259 | 0.0004 | 0.0253 | 0.0254 |