Table 6.
Type of Copula | τ | Empirical Global Power | PFS | OS | ||||
---|---|---|---|---|---|---|---|---|
|
||||||||
1st Interim | Final Analysis | Power | 1st Interim | Final Analysis | Power | |||
Independence | 0 | 0.978 | 0.121 | 0.745 | 0.866 | 0.193 | 0.832 | 0.834 |
Normal | 0.10 | 0.971 | 0.124 | 0.748 | 0.872 | 0.216 | 0.832 | 0.834 |
0.30 | 0.952 | 0.129 | 0.736 | 0.865 | 0.204 | 0.826 | 0.827 | |
0.50 | 0.932 | 0.132 | 0.732 | 0.864 | 0.210 | 0.836 | 0.837 | |
0.70 | 0.918 | 0.120 | 0.748 | 0.868 | 0.206 | 0.840 | 0.841 | |
Frank | 0.10 | 0.970 | 0.123 | 0.740 | 0.863 | 0.209 | 0.833 | 0.834 |
0.30 | 0.952 | 0.121 | 0.739 | 0.860 | 0.211 | 0.834 | 0.831 | |
0.50 | 0.936 | 0.121 | 0.749 | 0.869 | 0.205 | 0.831 | 0.831 | |
0.70 | 0.917 | 0.130 | 0.739 | 0.869 | 0.217 | 0.835 | 0.836 | |
Gumbel | 0.10 | 0.970 | 0.125 | 0.744 | 0.869 | 0.216 | 0.832 | 0.833 |
0.30 | 0.950 | 0.124 | 0.749 | 0.873 | 0.204 | 0.832 | 0.833 | |
0.50 | 0.930 | 0.122 | 0.745 | 0.866 | 0.208 | 0.837 | 0.838 | |
0.70 | 0.908 | 0.122 | 0.748 | 0.870 | 0.207 | 0.829 | 0.831 |