/pfapath indicates the home directory of the pfauser.  So, yes, /u/pfa is fine 
if your pfauser is pfa.  See the book z/OS Problem Management for "Steps for 
Installing PFA."  And yes, using a zAAP is recommended so that the java 
functions can be offloaded to it.  

Karla Arndt
z/OS Predictive Failure Analysis and Runtime Diagnostics

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