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1. Exploratory Data Analysis
1.3. EDA Techniques
1.3.6. Probability Distributions
1.3.6.6. Gallery of Distributions

1.3.6.6.10.

Fatigue Life Distribution

Probability Density Function The fatigue life distribution is also commonly known as the Birnbaum-Saunders distribution. There are several alternative formulations of the fatigue life distribution in the literature.

The general formula for the probability density function of the fatigue life distribution is

f(x) = (SQRT((x-mu)/beta)+SQRT(beta/(x-mu)))/(2*gamma*(x-mu)))
*phi((SQRT((x-mu)/beta)-SQRT(beta/(x-mu)))/gamma)  
x > mu; gamma, beta > 0

where gamma is the shape parameter, mu is the location parameter, beta is the scale parameter, phi is the probability density function of the standard normal distribution, and PHI is the cumulative distribution function of the standard normal distribution. The case where mu = 0 and beta = 1 is called the standard fatigue life distribution. The equation for the standard fatigue life distribution reduces to

f(x) = ((SQRT(x)+SQRT(1/x))/(2*gamma*x))*
phi((SQRT(x)-SQRT(1/x))/gamma)   x > 0; gamma > 0

Since the general form of probability functions can be expressed in terms of the standard distribution, all subsequent formulas in this section are given for the standard form of the function.

The following is the plot of the fatigue life probability density function.

plot of the fatigue life probability density function for 4 values of
 gamma

Cumulative Distribution Function The formula for the cumulative distribution function of the fatigue life distribution is

F(x) = PHI((SQRT(x) - SQRT(1/x))/gamma)   x > 0; gamma > 0

where {HI is the cumulative distribution function of the standard normal distribution. The following is the plot of the fatigue life cumulative distribution function with the same values of gamma as the pdf plots above.

plots of the fatigue life cumulative distribution function for 4 values
 of gamma

Percent Point Function The formula for the percent point function of the fatigue life distribution is

G(p) = (1/4)*[gamma*PHI**(-1)(p) + SQRT(4+(gamma*PHI**(-1)(p))**2)]**2

where phi**(-1) is the percent point function of the standard normal distribution. The following is the plot of the fatigue life percent point function with the same values of gamma as the pdf plots above.

plot of the fatigue life percent point function for 4 values of gamma

Hazard Function The fatigue life hazard function can be computed from the fatigue life probability density and cumulative distribution functions.

The following is the plot of the fatigue life hazard function with the same values of gamma as the pdf plots above.

plot of the fatigue life hazard function

Cumulative Hazard Function The fatigue life cumulative hazard function can be computed from the fatigue life cumulative distribution function.

The following is the plot of the fatigue cumulative hazard function with the same values of gamma as the pdf plots above.

plot of the fatigue cumulative hazard function

Survival Function The fatigue life survival function can be computed from the fatigue life cumulative distribution function.

The following is the plot of the fatigue survival function with the same values of gamma as the pdf plots above.

plot of the fatigue survival function

Inverse Survival Function The fatigue life inverse survival function can be computed from the fatigue life percent point function.

The following is the plot of the gamma inverse survival function with the same values of gamma as the pdf plots above.

plot of the gamma inverse survival function

Common Statistics The formulas below are with the location parameter equal to zero and the scale parameter equal to one.

Mean 1 + gamma**2/2
Range Zero to positive infinity.
Standard Deviation gamma*SQRT(1 + 5*gamma**2/4)
Coefficient of Variation (2 + gamma**2)/(gamma*SQRT(1 + 5*gamma**2))

Parameter Estimation Maximum likelihood estimation for the fatigue life distribution is discussed in the Reliability chapter.
Comments The fatigue life distribution is used extensively in reliability applications to model failure times.
Software Some general purpose statistical software programs, including Dataplot, support at least some of the probability functions for the fatigue life distribution. Support for this distribution is likely to be available for statistical programs that emphasize reliability applications.
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