Identifying the Probability Distribution of Fatigue Life Using the Maximum Entropy Principle

Abstract

It is well-known that the fatigue lives of materials and structures have a considerable amount of scatter and they are commonly suggested to be considered in engineering design. In order to reduce the introduction of subjective uncertainties and obtain rational probability distributions, a computational method based on the maximum entropy principle is proposed for identifying the probability distribution of fatigue life in this paper. The first four statistical moments of fatigue life are involved to formulate constraints in the maximum entropy principle optimization problem. An accurate algorithm is also presented to find the Lagrange multipliers in the maximum entropy distribution, which can avoid the numerical singularity when solving a system of equations. Two fit indexes are used to measure the goodness-of-fit of the proposed method. The rationality and effectiveness of the proposed method are demonstrated by two groups of fatigue data sets available in the literature. Comparisons among the proposed method, the lognormal distribution and the three-parameter Weibull distribution are also carried out for the investigated groups of fatigue data sets.