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A probabilistic distribution function roughly consists of two parts: the middle part and the tails. The fatigue life distribution at a stress/load level is often described with two-parameter lognormal or Weibull distribution functions, which are more suitable for modeling the mean (middle) behaviors. The domains of the conventional probabilistic distribution functions are often unbounded, either infinite small (0 for the two-parameter Weibull) or infinite large or both. For most materials in low- and medium-cycle fatigue regimes, the domains of fatigue lives are usually bounded, and the inclusion of the bounds in a probabilistic model is often critical in some applications, such as product validation and life management. In this paper, four- and five-parameter Weibull distribution functions for the probabilistic distributions with bounds are developed. Finally, the applications of these new models in fatigue data analysis and damage assessment are provided and discussed.