A Study of LY2875358 in Participants With Non-Small Cell Lung Cancer With Activating Epidermal Growth Factor Receptor Mutations

The primary purpose of this study is to compare the efficacy of the study drug LY2875358, given together with erlotinib, against erlotinib, alone. Participants will have Non-Small Cell Lung Cancer (NSCLC) that has advanced to Stage IV. Participants should not have been treated with drugs for Stage IV NSCLC, previously. All participants will get erlotinib alone, for approximately 8 weeks. Participants with radiographic disease control at the end of the erlotinib lead-in study period will be randomly assigned to receive LY2875358 plus erlotinib or erlotinib alone. Participants, who were chosen to receive erlotinib, alone, may cross over to the combination treatment at the time of progression.