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A pilot study on a very limited scale has been carried out in the application of the FOSM methodology for fire safety engineering design. The methodology is based on using the mean and standard deviation from distributions in a first order approximation of a limit or failure equation. In this way it is possible to establish an expression for the safety index ? both for linear and non-linear limit equations. This paper exemplifies the methodology for a practical scenario deriving the safety index ? for a small shopping centre.