View source for Software:Fast Probability Integration

'''Fast Probability Integration''' (FPI) is a [[Software|software]] package designed to aid in probabilistic [[Engineering:Engineering|engineering]] analysis. It was developed at the [https://web.archive.org/web/19971022111034/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 (mathematics)|function]] that depends on the probabilistic distributions of the input [[Variable (mathematics)|variables]]. Each particular [[Combination|combination]] of input variable values has a particular probability of occurrence, which is based on the inputs' [[Probability distribution|distributions]]. Since each input variable combination results in a particular response [[Value (computer science)|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|requirement]] (for example, a product that is cheap enough to produce so it can be [[Finance:Marketing|marketed]] at a competitive price), and
* The [[Likelihood function|most likely]] combinations of input variables which produce satisfactory response values.

==References==
*[https://web.archive.org/web/20071206130204/http://www.nasa.gov/offices/oce/llis/0721.html Design Considerations For Space Trusses.]

[[Category:Simulation software]]
[[Category:Probabilistic software]]



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