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6
Simulation Methods in Engineering Design
6.1 Introduction
Most real-life situations involve uncertainty, and engineering design is no
exception. As we have been doing in this book, we assess and model uncer-
tainty mathematically. We dene a physically measurable quantity (or mul-
tiple quantities) and use a probability density function (pdf) to assess how its
realizations behave. In decision based design, we are eventually concerned
with the pdf of the decision maker’s utility function so that we can nd its
expectation. Getting to it, however, requires us to rst model the pdf of the
independent decision variables (inputs) and then use a ...