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The approaches of obtaining both fatigue strength distribution and fatigue life distribution for a given set of fatigue S-N data are reviewed in this paper. A new fatigue S-N curve transformation technique, which is based on the fundamental statistics definition and some reasonable assumptions, is specifically developed in this paper to transform a fatigue life distribution to a fatigue strength distribution. The procedures of applying the technique to multiple-stress level, two-stress level, and one-stress level fatigue S-N data are presented.

Product validation and reliability demonstration require testing of limited samples and probabilistic analyses of the test data. The uncertainties introduced from the tests with limited sample sizes and the assumptions made about the underlying probabilistic distribution will significantly impact the results and the results interpretation. Therefore, understanding the nature of these uncertainties is critical to test method development, uncertainty reduction, data interpretation, and the effectiveness of the validation and reliability demonstration procedures. In this paper, these uncertainties are investigated with the focuses on the following two aspects: (1) fundamentals of the RxxCyy criterion used in both the life testing and the binomial testing methods, (2) issues and benefits of using the two-parameter Weibull probabilistic distribution function.

This study presents a probabilistic life (failure) and damage assessment approach for components under general fatigue loadings, including constant amplitude loading, step-stress loading, and variable amplitude loading. The approach consists of two parts: (1) an empirical probabilistic distribution obtained by fitting the fatigue failure data at various stress range levels, and (2) an inverse technique, which transforms the probabilistic life distribution to the probabilistic damage distribution at any applied cycle. With this approach, closed-form solutions of damage as function of the applied cycle can be obtained for constant amplitude loading. Under step-stress and variable amplitude loadings, the damage distribution at any cycle can be calculated based on the accumulative damage model in a cycle-by-cycle manner. For Gaussian-type random loading, a cycle-by-cycle equivalent, but a much simpler closed-form solution can be derived.

In this paper, the uncertainty of the estimated parameters of lognormal and Weibull distributions for test data with small sample size is investigated. The confidence intervals of the estimated parameters are determined by solving available analytical equations, and the scatters of the estimated parameters with respect to the true values are estimated by using Monte Carlo simulation approaches. Important parameters such as mean, standard deviation, and design curve are considered. The emphasis is on the interpretation and the implication of the obtained shape parameter β of the Weibull distribution function and the design curve obtained from a lognormal distribution function. Finally, the possible impact of this study on the current engineering practice is discussed.