Type of Copula      τ 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
Table 1: Empirical global type I error rates, empirical significance level for each endpoint and proportion of not terminating the trial early assuming equal allocation of type I error rate of 0.025 for each endpoint and using O'Brien-Fleming boundaries; results based on 10,000 simulations.