A rational probability distribution for materials fatigue life is proposed using the Maximum Entropy Principle (MEP) and the sample information available. It has been shown that this distribution is most naturally a truncated normal distribution. The expression of the distribution as well as the relationships between the distribution parameters and the maximum entropy coefficients (or Lagrangian multipliers) is given explicitly. It is further shown that the maximum entropy estimators (MEE) are equivalent to the classical maximum likelihood estimators (MLE) and the moment estimators (ME) provided that proper sample statistics are chosen as the approximations of the population parameters. A procedure has been proposed for estimating the maximum entropy parameters. Numerical examples showing the effects of the standardized truncation point, the sample mean, and the trunction point have been given to demonstrate the significance and usefulness of the work.
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