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 0.00042 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
Table 5: Empirical global type I error rates, empirical significance level for each endpoint and proportion of not terminating the trial early using O'Brien-Fleming boundaries and assuming unequal allocation of the type I error rate of 0.03 for PFS and 0.02 for OS; results based on 10,000 simulations.