Fast probability integration
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Fast Probability Integration (FPI) is a software package designed to aid in probabilistic engineering analysis. It was developed at the Southwest Research Institute for the NASA Lewis Research Center (now known as 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.
