Table 5.
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 | 0.00042 | 0.02990 | 0.03 | 0.0014 | 0.01938 | 0.020 | |
Independence | 0 | 0.048 | 0.0004 | 0.0305 | 0.0307 | 0.0009 | 0.0176 | 0.0178 |
Normal | 0.10 | 0.051 | 0.0008 | 0.0310 | 0.0318 | 0.0011 | 0.0199 | 0.0202 |
0.30 | 0.049 | 0.0005 | 0.0294 | 0.0295 | 0.0016 | 0.0211 | 0.0220 | |
0.50 | 0.046 | 0.0003 | 0.0312 | 0.0315 | 0.0006 | 0.0194 | 0.0195 | |
0.70 | 0.039 | 0.0002 | 0.0302 | 0.0304 | 0.0001 | 0.0188 | 0.0192 | |
Frank | 0.10 | 0.045 | 0.0004 | 0.0254 | 0.0258 | 0.0013 | 0.0192 | 0.0196 |
0.30 | 0.049 | 0.0006 | 0.0300 | 0.0306 | 0.0015 | 0.0188 | 0.0194 | |
0.50 | 0.045 | 0.0002 | 0.0302 | 0.0304 | 0.0016 | 0.0184 | 0.0191 | |
0.70 | 0.041 | 0.0001 | 0.0301 | 0.0302 | 0.0013 | 0.0176 | 0.0183 | |
Gumbel | 0.10 | 0.050 | 0.0005 | 0.0296 | 0.0301 | 0.0016 | 0.0192 | 0.0200 |
0.30 | 0.047 | 0.0017 | 0.0317 | 0.0324 | 0.0013 | 0.0170 | 0.0173 | |
0.50 | 0.043 | 0.0005 | 0.0299 | 0.0304 | 0.0009 | 0.0178 | 0.0181 | |
0.70 | 0.042 | 0.0005 | 0.0316 | 0.0321 | 0.0011 | 0.0184 | 0.0190 |