This paper investigates the impact of component performance uncertainty and dispersion on the reliability of turboshaft engines. The study employs two approaches: first, sensitivity analysis of component performance deviations is conducted using linear and nonlinear surrogate models to assess the impact of component performance on overall engine performance; second, the influence of component performance dispersion on the overall engine performance is explored. The study introduces a simulation model that links component performance deviations to overall engine performance. The results show that power deviations in key components such as the compressor and power turbine have a significant impact on engine performance. Additionally, the study proposes a probability-based design method, providing a robust framework for predicting engine performance deviations and enhancing the reliability of high-performance engine system designs.