Approximate multinormal probabilities applied to correlated multiple endpoints in clinical trials

Clinical trials with multiple endpoints incur increased familywise type I errors. The Bonferroni correction is a common method used to modify the p ‐values to account for multiple significance testing. For independent endpoints the Bonferroni method is slightly conservative whereas with high correlation the conservatism is extreme, as demonstrated by Pocock et al . This paper presents a procedure which allows for the correlation present, whilst adjusting the multiple p ‐values. The method is based on an approximation derived for multinormal probabilities.