In this letter, we study a multi-user single-relay decode-and-forward orthogonal frequency division multiple access system, where the channel model is Rayleigh frequency selective fading. We provide analytical approximations for the global outage probability in the sense that the outage event occurs when at least one link goes into outage. The main contribution of this letter is the consideration of the statistical correlation between the link capacities which is created by the relay-destination channel that is common to all the links. The analysis is carried out by fitting the multi-variate normal distribution to the joint probability distribution function of the link capacities.