Lufthansa states that only around 2% of those that pass the whole selection process fail during flight training and have to be let go. Those figures seem to be consistent for the last 30 or 40 years.
There is something about that statistic I really do not like. It might tell us how good the selection filter is, but it might also be telling us how doggedly they hold to their initial, possibly incorrect, assessments. That nothing has changed over the last 30-40 years I also find quite troubling.