Fast probability integration
- Fast probability integration
Fast Probability Integration (FPI) is a software package designed to aid in probabilistic engineering analysis. It was developed at the [http://www.swri.edu Southwest Research Institute] for the NASA Lewis Research Center (now known as [http://www.nasa.gov/centers/glenn/home/index.html NASA Glenn Research Center] ).
The program is based on the Most Probable Point (MPP) concept. This approach uses a response function that depends on the probabilistic distributions of the input variables. Each particular combination of input variable values has a particular probability of occurrence, which is based on the inputs' distributions. Since each input variable combination results in a particular response value, it follows that the probability of obtaining a given response is equal to the probability of obtaining the corresponding input combination.
This information is then applied to determine two quantities of interest:
* The probability of meeting or exceeding a requirement (for example, a product that is cheap enough to produce so it can be marketed at a competitive price), and
* The most likely combinations of input variables which produce satisfactory response values.
References
* [http://www.nasa.gov/offices/oce/llis/0721.html Design Considerations For Space Trusses.]
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