Estimating fatigue curves with the random fatigue-limit model

In a fatigue-limit model, units tested below the fatigue limit (also known as the threshold stress) theoretically will never fail. This article uses a random fatigue-limit model to describe (a) the dependence of fatigue life on the stress level, (b) the variation in fatigue life, and (c) the unit-to-unit variation in the fatigue limit. We fit the model to actual fatigue datasets by maximum likelihood methods and study the fits under different distributional assumptions. Small quantiles of the life distribution are often of interest to designers. Lower confidence bounds based on likelihood ratio methods are obtained for such quantiles. To assess the fits of the model, we construct diagnostic plots and perform goodness-of-fit tests and residual analyses.