Fast probability integration (FPI) is a method of determining the probability of a class of events, particularly a failure event, that is faster to execute than Monte Carlo analysis.
[1] It is used where large numbers of time-variant variables contribute to the reliability of a system.
The overall probability of failure is obtained by averaging (that is, integrating) over the entire variable vector space.
[5] An FPI package is included as part of the core modules of the NASA-designed NESSUS software.
[6] It was initially used to analyse risks and uncertainties concerning the Space Shuttle main engine,[7] but is now used much more widely in a variety of industries.