International Journal of Fatigue 100 (2017) 296–307

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International Journal of Fatigue

journal homepage: www.elsevier.com/locate/ijfatigue

Accuracy of fatigue limits estimated by the staircase method using

different evaluation techniques
Christian Müller, Michael Wächter ⇑, Rainer Masendorf, Alfons Esderts
Clausthal University of Technology, Institute for Plant Engineering and Fatigue Analysis, Leibnizstrasse 32, 38678 Clausthal-Zellerfeld, Germany

a r t i c l e i n f o a b s t r a c t

Article history: The staircase method is often used to determine the fatigue limit of components. Several evaluation tech-
Received 5 November 2016 niques are available for these fatigue tests. Here, artificial fatigue tests are generated and evaluated using
Received in revised form 12 March 2017 the Monte Carlo simulation statistical tool to compare the accuracy of these methods. Monte Carlo sim-
Accepted 22 March 2017
ulations are also used to compare the performances of these methods for estimating the fatigue limit for
Available online 24 March 2017
50% probability of failure and the standard deviation for the log-normal distribution. This work demon-
strates the use of statistical testing for evaluating experimental results in comparison with quality
Keywords:
standards.
Fatigue limit
Fatigue testing
Ó 2017 Elsevier Ltd. All rights reserved.
Staircase test
Numerical simulation
Statistical testing

1. Introduction
Compared with static loads, cyclic loads lead to substantially
lower strength limits for metal components. For cyclic loads with
constant amplitudes, e.g., a sine function, the phenomenon of fati-
gue can be illustrated by the so-called S-N curve. The S-N curve
shows the endurable load amplitude ra for a certain number of
cycles to failure N. Fatigue tests with constant stress amplitudes
and a constant mean stress (i.e., Woehler tests) are used to exper-
imentally obtain S-N curves. The results of Woehler tests deviate
naturally; therefore, the test results must be evaluated statistically.
S-N curves can be divided into different characteristic ranges
according to the number of cycles to failure; in this work, only
the fatigue limit re (endurance limit) is considered. This variable
represents the load amplitude that can be endured theoretically
for an infinite number of cycles. In reality, it is sufficient to show
that the endurance limit is valid for a finite number of cycles Ne,
where, usually, Ne > 106. For several alloys, a distinct fatigue limit
can be observed, indicating that with loads below the fatigue limit,
no failure should be expected.
Frequently, Woehler tests are performed to obtain information
about the quality of the components in a running process, e.g., the
casting of conrods or welding of exhaust systems. If the fatigue
⇑ Corresponding author.
E-mail address: michael.waechter@imab.tu-clausthal.de (M. Wächter).
limit is the property of interest, then the staircase method (intro-
duced as the up-and-down method by Dixon and Mood [1]) is
often used for its determination. Because fatigue tests in the
regime of the fatigue limit are both cost- and time-consuming,
the sample sizes n (number of specimens) used in these cases
are usually small, e.g., n < 15. Company standards for monitoring
the output of a process, such as a minimum mean and a maximum
standard deviation, are often considered as quality criteria. In
statistics, estimating a standard deviation with small sample sizes
is well known to be an ambitious task and typically results in large
confidence intervals. Several techniques exist for evaluating stair-
case tests [1–4], showing various accuracies [4–10]. Thus, deter-
mining whether the difference between the output of a running
process and a company’s quality criteria is statistically significant
is difficult.
In this work, we perform Monte Carlo simulations to compare
different evaluation techniques. Therefore, a log-normal distribu-
tion is assumed for the fatigue limit. The idea for using Monte Carlo
simulations in the context of staircase tests has been widely dis-
cussed for the Dixon-Mood method [4,5,7–9] and for the more gen-
eral maximum-likelihood method [4,7,10]. A broad comparison
with known evaluation techniques from non-English literature
[2,3] is still missing. In addition, in this paper, a simulation model
with realistic boundary conditions, e.g., choosing the initial level
and the standard deviation is used to achieve valuable results. By
closely examining the simulation results, we answer the following
questions:

http://dx.doi.org/10.1016/j.ijfatigue.2017.03.030
0142-1123/Ó 2017 Elsevier Ltd. All rights reserved.
 C. Müller et al. / International Journal of Fatigue 100 (2017) 296–307 297

Nomenclature

a significance level or probability of occurrence m(re)sample estimate for the median or mean of the fatigue limit
aI, bI auxiliary variables for estimating the standard devia- (sample mean)
tion for the advanced IABG evaluation method N load cycles
C confidence level C = 1  a n sample size/number of specimens
cML,corr factor for the bias correction of the standard deviation Ne number of load cycles for which the fatigue (endur-
of the log-normal distribution estimated by the maxi- ance) limit is determined
mum likelihood method nf,i number of failures at the stress level i
d staircase factor nr,i number of run outs at the stress level i
FD/M, AD/M, BD/M auxiliary variables of the Dixon and Mood Pf probability of failure
evaluation SF safety factor
fi number of test results on stress level i slog standard deviation of the log-normal distribution
FI, AI, BI auxiliary variables of the advanced IABG evaluation slog(re)sample,a estimate for the standard deviation of the
method log-normal distribution of the fatigue limit (sample
H0 null hypothesis standard deviation) with probability of occurrence a
H1 alternative hypothesis slog(re)init logarithmic standard deviation of the initial horizon
i order number of stress levels for which there are test
slog(slog(re)pop) logarithmic standard deviation of slog(re)pop
results
kI auxiliary variance of the advanced IABG evaluation slog(re)pop defined standard deviation of the log-normal distribu-
method tion for the fatigue limit of the population
L likelihood function slog(re)sample estimate for the standard deviation of the
m logarithmic mean log-normal distribution of the fatigue limit (sample
standard deviation)
m(re)sample,a estimate for the median or mean of the fatigue
T deviation range
limit (sample mean) with probability of occurrence a
r0 lowest stress level with an evaluable test result
m(slog(re)pop) mean of slog(re)pop ra stress amplitude
m(re)pop defined mean fatigue limit of the population (Pf = 50%) re fatigue limit (endurance limit)

Which is the best evaluation technique for the staircase = run out
method?
= failure
stress amplitude

Is the output of a running process substantially different from

the defined quality criteria? Statistical hypothesis tests are used
a (log)

to answer this question, which may help the test engineer to

d
make statistically based decisions for the specific case. d

How many specimens are necessary to achieve a certain accu- d
racy of the results? d

How accurate can the results be for a given number of
specimens?
specimen number
In this paper, the stress amplitude ra is considered as the load,
but the given results are also valid for other loads, e.g., forces, Fig. 1. Principle of the staircase method [7].

strains and pressures.

2. The staircase method
The staircase method [1] can be used to estimate the fatigue
limit. Tests in the fatigue-limit regime are time-consuming; there-
fore, they are stopped if the specimen reaches a predefined number
of cycles, Ne. If the specimen fails before reaching Ne, then it is con-
sidered a failed specimen (failure); otherwise, it is considered a
specimen without failure (run out).
When performing a staircase test, the expected region of the
fatigue limit is divided into stress levels, which are the levels of
the later staircase shown in Fig. 1. A constant factor d (staircase
factor) separates two neighboring stress levels so that they appear
equally spaced on a logarithmic scale.1 The first specimen can be
tested at an arbitrary stress level. Subsequent tests depend on the
test result of a specimen (failure or run out). If the test was com-
1
This statement is true because a logarithmic standard deviation is assumed for
the fatigue limit. If other distributions are used, e.g., a normal distribution, linear and
equally spaced load levels might be used. However, neither the equations for the
evaluation of staircase tests nor the safety factors given in the text can be used in this
case.
pleted without failure, then the consecutive specimen is tested at the
next-higher stress level. In contrast, if the test failed, then the subse-
quent test is conducted at the next-lower stress level, as shown in
Fig. 1. This procedure is hereafter referred to as the staircase rule.
3. Simulation of staircase tests
A staircase test can be simulated using a Monte Carlo simula-
tion [3–11]. A population needs to be defined for the simulation
model. In this paper, a logarithmic standard deviation with the
mean m(re)pop and the standard deviation of the log-normal distri-
bution (logarithmic standard deviation hereafter) slog(re)pop are
used. With this information, the probability of failure Pf for an arbi-
trary stress level can be determined exactly (Fig. 2).
Consistent with real tests, the region of the fatigue limit is
divided into logarithmically equally spaced stress levels, and the
first specimen can be placed at an arbitrary level. The strength of
the individual specimen is modeled as an equally distributed ran-
dom number between zero and one (Fig. 2). The random number
allocated to the virtual specimen is compared with the probability
of failure of the current staircase. If the random number is larger,
then the specimen will not fail; however, it will fail if the random
298 C. Müller et al. / International Journal of Fatigue 100 (2017) 296–307

equally spaced
random numbers

m( e)pop and
= run out
slog( e)pop
= failure
a

predefined
stress amplitude

d
(log)

d
d
d

0 50 100 specimen number

probability of failure Pf in %
Fig. 2. Simulations of staircase tests using Monte Carlo simulations [7].

number is smaller. The stress level for the next test is determined standard deviations, although they might be composed of the same
by the previously explained staircase rule. material with the same manufacturing process.
In conclusion, predicting the standard deviation is an ambitious
3.1. Choosing the initial level task. Mueller et al. [6] proposed modeling the logarithmic standard
deviation slog(re)pop of a population using a separate log-normal
Typically, a test engineer has experience with a component and distribution. For the simulations, the logarithmic standard devia-
its derivatives from the development process. Using this experi- tion slog(re)pop of the population was scattered randomly, with
ence, he or she is able to make a qualified guess about the expected the mean m(slog(re)pop) and a separate logarithmic standard devi-
fatigue limit. The fatigue limit can also be estimated without prior ation slog(slog(re)pop) = 0.20. This value is taken from the literature
experience, e.g. [12–19]. In general, the engineer’s experience with [22] and is an average value for metallic components. The mean m
a certain component and the results from estimations will differ. (slog(re)pop) represents both the test engineer’s experience and the
The deviation of the results from the estimations [12–19] is known value taken from the literature. The separate logarithmic standard
[20]: these deviations are almost unbiased and show a logarithmic deviation slog(slog(re)pop) accounts for process deviations.
standard deviation of slog(re)init  0.07.
This information can be used to model the selection of the ini-
3.3. Summary of the simulation parameters
tial level by assuming that it scatters with a separate log-normal
distribution. The assumed log-normal distribution is characterized
The simulation model used in this paper is the same as that
by the mean of the population, m(re)pop, and a logarithmic stan-
used in another study [6]. The model consists of fixed and random
dard deviation, slog(re)init = 0.07. The random initial level, which
parameters, which are summarized below (Fig. 3). The fixed
is a highly realistic boundary condition, is integrated into the
parameters are as follows:
simulation model. This procedure for choosing an initial level in
a simulation was first proposed by Mueller et al. [11].

mean of the fatigue limit (population): m(re)pop
If the fatigue limit is well known, then other techniques of choos-

logarithmic standard deviation of the initial level:
ing the initial level might be used as proposed by Ellmer et al. [21].
slog(re)init = 0.07
However, in such a case, experiments would be unnecessary.

mean of the logarithmic standard deviation of the fatigue limit
(population): m(slog(re)pop)
3.2. Selection of the standard deviation

deviation of the logarithmic standard deviation of the fatigue
limit (population): slog(slog(re)pop) = 0.20
Different staircase tests show similar results if the ratio

mean of the ratio of standard deviation and staircase factor: m
between the underlying logarithmic standard deviation and the
(slog(re)pop)/lg(d)
logarithm of the staircase factor is the same [3]. Dixon, [1], Hueck

sample size: n
[3] and Liu [4] proposed that the selected staircase factor should be
almost equal to the logarithmic standard deviation to obtain opti-
Using these parameters, we calculate the fixed staircase factor
mal results, which leads to the obvious problem that the logarith-
and the following random parameters:
mic standard deviation is usually unknown before the tests are
conducted. Again, the test engineer’s experience is needed; alter-

current initial level: rinit
natively, the literature, e.g. [22], must be consulted.

current logarithmic standard deviation: slog(re)pop
The standard deviation of a component deviates naturally
within a process [22] and from component to component. Within
a process, badges of a different quality of a component, e.g., that 4. Evaluation techniques for staircase tests
based on tool endurances, lead to different standard deviations
over time. In addition, the standard deviation of the used material 4.1. Dixon-Mood method
of a component itself deviates because of variations within the
alloy partners or within the heat treatment. Different components, Using the evaluation technique of Dixon and Mood [1], it is
e.g., a crank shaft and a wheelset axle, usually show different possible to estimate the median m(re)sample and the logarithmic
 C. Müller et al. / International Journal of Fatigue 100 (2017) 296–307 299

Fig. 3. Derivation of the simulation parameters [7].

standard deviation slog(re)sample of a staircase test. First, the test is X

imax
2
examined to identify the test result (failure or run out) that BD=M ¼ i  fi ð3Þ
i¼0
appears less often. Only these results are used in the evaluation.
In the example in Fig. 4, the test result that appears less often is The median m(re)sample and the standard deviation of the log-
the run out. normal distribution slog(re)sample can be estimated using the low-
If both failures and run outs were considered in the evaluation, est evaluable stress level r0 (Fig. 4):
then the mean would be over- or underestimated if the initial level
was improperly chosen. On the one hand, an excessively high ini- AD=M 1
lgðmðre Þsample Þ ¼ lgðr0 Þ þ lgðdÞ  
tial level would lead to the failure of several of the first specimens FD=M 2
and the calculated mean would be an overestimation. On the other if failed specimens are evaluated ð4Þ
hand, an initial level estimated to be much lower than the mean
fatigue limit would lead to an underestimation of the fatigue limit.
AD=M 1
Because the event that occurs more often is neglected, failures or lgðmðre Þsample Þ ¼ lgðr0 Þ þ lgðdÞ  þ
run outs at the beginning of the staircase have no negative influ- FD=M 2
ence on the evaluation. if run outs are evaluated ð5Þ
Levels with the less often test result are numbered in ascending
order. The lowest level with a test result on it is labeled as i = 0, and !
FD=M  BD=M  A2D=M
the evaluable specimens fi per level are counted (Fig. 4). With the slog ðre Þsample ¼ 1:620  lgðdÞ  þ 0:029
values i and fi, the auxiliary variables FD/M, AD/M and BD/M can be F2D=M
calculated.
FD=M  BD=M  A2D=M
X
imax if > 0:3 ð6Þ
F2D=M
FD=M ¼ fi ð1Þ
i¼0
Eq. (6) is only valid if the given condition is fulfilled and if the log-
X
imax arithmic standard deviation is less than twice lg(d). In all other
AD=M ¼ i  fi ð2Þ cases, the logarithmic standard deviation should be estimated by
i¼0 the maximum-likelihood method [1] (see Section 4.3).

= run out
= failure
stress amplitude
a (log)

d
i fi i∙fi i²∙fi
d
i = imax = 2 2 3 6 12
d
i=1 1 1 1 1
d
i=0 0 0 1 0 0
5 7 13
specimen number FD/M AD/M BD/M

Fig. 4. Evaluating a staircase test using the Dixon-Mood method with the test result that occurs less often (run outs, in this example) [7].
300 C. Müller et al. / International Journal of Fatigue 100 (2017) 296–307

The Dixon-Mood method and the more general maximum- From FI, AI, and BI, an auxiliary variance kI is calculated and used to
likelihood method are the most widely discussed evaluation tech- estimate the logarithmic standard deviation slog(re)sample.
niques in the literature, e.g., [4,5,8–10]. Several suggestions to 8
improve the estimation of the mean [23–25] and the standard < FI BI A2I ; if
FI BI A2I
P 0:5
deviation [26–29] can be found and have been rated by Pollak kI ¼ F2I F2I ð11Þ
:
[8]. These suggestions are usually specific for the Dixon-Mood or else 0:5
the maximum-likelihood method and cannot be transferred to
the other evaluation techniques (see below) without any changes.
Occasionally, these suggestions worsen the results [8]; therefore, aI ¼ 4:579494  F0:889521
I ð12Þ
they are not further examined here. A general method using boot-
strapping was suggested by Pollak [8], and Pollak et al. [9], which bI ¼ 7:235548  F0:405229 ð13Þ
I
can be applied to all evaluation techniques. However, this sugges-
tion was not applied here, assuming that the improvement will be
almost equal for all evaluation techniques so that no differences slog ðre Þsample b
¼ 10aI  kI I ð14Þ
can be discerned. Nevertheless, Pollak’s suggestion of bootstrap- lgðdÞ
ping provides an opportunity to improve the performance of the
statistical hypothesis test, which is discussed later in Section 5.
4.3. Maximum-likelihood method
4.2. Advanced IABG method
In the maximum-likelihood method [1,4], all specimens of a
The advanced IABG method [7] is similar to the original method staircase test are considered for the evaluation. In addition, tests
proposed by Hueck [3], except that a set of equations is used to with no constant staircase factors, d, can be evaluated. Staircase
estimate the logarithmic standard deviation instead of a diagram. tests that do not precisely follow the staircase rule can also be
The advanced IABG method does not distinguish between speci- evaluated.
mens with and without failure. Consequently, the staircase rule The maximum-likelihood method uses an algorithm that max-
can be used to add a fictitious specimen to the end of the staircase. imizes the likelihood function L in Eq. (15) by iteration. Function
Because both results are considered within the evaluation, the L consists of the probability of failure Pf,i, the number of failed
unknown test result for this fictitious specimen is irrelevant specimens nf,i, and the number of run outs nr,i for each stress level.
(Fig. 5).
Both test results (failures and run outs) are evaluated; therefore, Y
imax
n
the negative influence of the first test results (see Section 4.1) of L¼ Pf;if;i  ð1  Pf;i Þnr;i ð15Þ
the stair case is omitted by ignoring test results that are not con- i¼1
firmed by a second test result at the same stress level (Fig. 5).
The probability of failure Pf,i is calculated using a log-normal
The evaluable levels are then numbered in ascending order,
distribution with initial values for the mean m(re)sample and the
beginning at the lowest level r0 with zero (Fig. 5). For each evalu-
logarithmic standard deviation slog(re)sample. During the iteration,
able stress level i, the number of specimens, fi, is counted. The aux-
the mean and the logarithmic standard deviation are altered such
iliary variables FI, AI, and BI can be calculated using Eqs. (7)–(9):
that the value for the likelihood L increases with each iteration
X
imax loop until a maximum is reached. Thus, the mean and the logarith-
FI ¼ fi ð7Þ mic standard deviation from the last iteration loop lead to the best
i¼0
fit for the staircase in question.
The estimator of logarithmic standard deviation of the
X
imax
AI ¼ i  fi ð8Þ maximum-likelihood method is biased [7]. The bias can be cor-
i¼0 rected using the number of available specimens, n [7].

X
imax n1
BI ¼
2
i  fi ð9Þ cML;corr ¼ ð16Þ
n  6:5
i¼0
To provide a fair comparison of the Dixon-Mood method and
The logarithmic mean, m(re)sample, can be estimated using FI, AI, the maximum-likelihood method, bias correction is not used in
the staircase factor d, and the lowest evaluable level r0: this work. As previously mentioned, the Dixon-Mood method
AI employs the maximum-likelihood method in certain circum-
lgðmðre Þsample Þ ¼ lgðr0 Þ þ lgðdÞ  ð10Þ stances. The Dixon-Mood method does not have its own bias
FI
correction.

= run out = fictitious specimen

= failure = non-evaluable
stress amplitude

i fi i∙fi i²∙fi
a (log)

d
i=3 3 4 12 36
d
i=2 2 5 10 20
d
i=1 1 2 2 2
d
i=0 0 0 1 0 0
12 24 58
specimen number FI AI BI
Fig. 5. Evaluating a staircase test using the advanced IABG method [7].
 C. Müller et al. / International Journal of Fatigue 100 (2017) 296–307 301

4.4. Deubelbeiss’ method

In Deubelbeiss’ method [2], a staircase test can be evaluated
using a probability plot (Fig. 6). For sample sizes of n  25, the
staircase test results (failures and run outs) are sorted in ascending
order with respect to the stress amplitude. Using Eq. (17), a prob-
ability of failure, Pf, is assigned to each specimen. If more than one
specimen exists on a single stress level, then different probabilities
of failure are assigned according to the rank i.
 
1 n þ 1  2i
Pf ¼  i  0:5 þ
n 8ðn  1Þ
Pairs of values, consisting of the stress amplitude ra and the
probability of failure Pf, are drawn into a probability plot (Fig. 6).
The mean m(re)sample and the logarithmic standard deviation
slog(re)sample are derived by linear regression of the stress ampli-
tudes and the probabilities of failure within the probability plot
(Fig. 6).
If the sample size is n > 25, then the probability of failure should
first be calculated for each level using a histogram with bins for
each level. The estimated probabilities of failure are plotted in
the probability plot with respect to the class maximum of the his-
togram. The mean m(re)sample and logarithmic standard deviation
slog(re)sample are derived in a similar manner to those for n  25.
5. Principle of statistical tests
We assume that the fatigue limit and its distribution—e.g., a
log-normal distribution with mean m(re)pop—are known. When
several samples with an equal sample size n are drawn from this
population and the sample mean m(re)sample at each draw is calcu-
lated, a separate distribution for the sample means occurs if the
number of repetitions is infinite (Fig. 7). The sample mean must
be considered as an example; the same applies to the standard
deviation. If a log-normal distribution is assumed for the popula-
tion, then the means of the sample m(re)sample will also follow a
log-normal distribution with the same mean and a logarithmic
standard deviation that is divided by the square root of the sample
size n [30,31].
Fig. 7 clearly shows that a probability a (probability of occur-
rence) can be defined for a single sample mean. For example, a
probability of occurrence of a = 10% can be interpreted as follows:
10% of all expected sample means with the sample size n, drawn
from the same population, are smaller than m(re)sample,10%
(Fig. 7). The probability of occurrence, a, can also be interpreted
as a significance level, which is used in statistical hypothesis tests
[31]. For example, choosing a significance level of a = 10% leads to
the result that a sample mean smaller than m(re)sample,10% (Fig. 7)
probability density p
population pop
sample means m( e)sample
estimation of (several samples with
the mean equal sample size n)
m( e)sample
significantly
deviant with
significance
level = 10 %
ð17Þ
m( e)sample,10% m( e)pop fatigue limit (log)
e
m( e)sample,50%
Fig. 7. Principle of a statistical test demonstrated using the example of sample
means and a log-normally distributed population.
is treated as being significantly different from the expected value.
The significance level is typically a small value, e.g., a = 1%, a = 5%
and a = 10% [31].
The procedure for a hypothesis test is always the same [31]:
1. Formulate two hypotheses: the null hypothesis H0 and the
alternative hypothesis H1:
a. H0: e.g., the population mean m(re)pop  re,0.
b. H1: e.g., the population mean m(re)pop < re,0.
2. Set a significance level: e.g., a = 10%.
3. Draw and evaluate a sample from the population, e.g., sample
mean m(re)sample.
4. Compare the sample result with the criterion of the alternative
hypothesis, considering the significance level a.
The significance level a corresponds to a type I error, meaning
that the null hypothesis H0 is rejected for a probability a although
it is correct (Fig. 7). Choosing a high value for a, e.g., a = 10%,
increases the reliability of the performed test to a high level
because it becomes easy to reject the null hypothesis (for the sig-
nificance level a = 100%, the null hypothesis is always rejected). In
combination with the significance level a, the term confidence
level C is often used. A simple relationship exists between the sig-
nificance level a and the confidence level C: C = 1  a. Thus, a
hypothesis test with significance level a = 10% is the same as that
with a confidence level C = 90%.
Using hypothesis tests as described above enables a fair evalu-
ation of test results with small sample sizes. Test results gathered
with small sample sizes can clearly deviate from the expected
results. If the deviation does not significantly correspond to the
chosen significance level a, then the result is acceptable. As men-

1 n 1 2i
Pf i 0,5
= run out n 8 n 1
= failure
stress amplitude
a (log)

1 2 3 4 5 6 7 8 9 1 2 3 4 5 6 7 8 9=n 1 15,9 50 84,1 99

specimen number order number i probability of failure Pf / %
Fig. 6. Evaluating a staircase test using Deubelbeiss’ method [7].
302 C. Müller et al. / International Journal of Fatigue 100 (2017) 296–307
tioned previously (Fig. 7), statistical hypothesis tests do consider
the sample size. Therefore, the decline criterion does not have a
fixed value, which accounts for the well-documented fact that test
results usually improve with increasing sample sizes.
The aforementioned procedure for testing statistical hypotheses
may be useful for confirming the supplier’s quality standards if
Woehler tests using small sample sizes are performed.
6. Rating evaluation techniques
The simulation model presented above is based on random pro-
cesses. Therefore, the simulation loop must be repeated several
times to obtain reliable results. In every simulation loop, one result
(a pair consisting of a mean and a logarithmic standard deviation)
is generated for each of the mentioned evaluation techniques. The
results are divided by the corresponding values of the population.
These relative values are arranged in ascending order, and the 10%-
quantile, 50%-quantile (median), and 90%-quantile are calculated
(Fig. 8). The 10%, 50%, and 90% quantiles are probabilities of occur-
rence a (see Section 5). The deviation range T can be calculated
with 90%- and 10%-quantiles (Fig. 8).
90%-quantile
T¼
10%-quantile
Eighty percent of all values will appear within the deviation
range T formed by the 10%- and the 90%-quantiles, whereas 20%
will be outside this range. Between the 10%- and 90%-quantiles,
Fig. 8. Principle for evaluating simulation results.
all distribution functions are usually approximately symmetric,
and they form a straight line in the probability plot for the log-
normal distribution. Under this assumption, the distance between
the 10%-quantile and the median or the 90%-quantile and the med-
ian is the square root of the deviation range T (Fig. 8).
If reliable results must be obtained using a small sample size n,
then a safety factor (SF) is needed. The square root of the deviation
range T can be considered a possible SF. In the case of an unbiased
evaluation technique, this type of SF shifts the experimental result
to a 90% safety level. An unbiased evaluation technique does not
show any difference between the value estimated from the sample
with a probability of occurrence a = 50% and the corresponding
value of the population. To demonstrate the usage of the SF, we
present the following two examples.
Example 1
The sample mean, m(re)sample, is obtained from an experiment
with an unbiased estimation technique. For quality reasons, the
estimated sample mean, m(re)sample, should not be larger than that
corresponding to the population with a probability of 90% (no
overestimation in 90% of all cases). The desired safety level is
achieved by dividing the sample mean m(re)sample by SF:
mðre Þsample
ð18Þ mðre Þsample;SF ¼ ð19Þ
SF
Example 2
The sample logarithmic standard deviation slog(re)sample is
obtained from an experiment with an unbiased estimation tech-
 C. Müller et al. / International Journal of Fatigue 100 (2017) 296–307 303

nique. For quality reasons, the estimated logarithmic standard
deviation slog(re)sample should not be smaller than that correspond-
ing to the population with a probability of 90% (no underestima-
tion in 90% of all cases). The desired safety level is achieved
by multiplying the sample logarithmic standard deviation
slog(re)sample by SF:
slog ðre Þsample;SF ¼ slog ðre Þsample  SF
Note that the SF for the mean usually differs from the SF for the
logarithmic standard deviation.
In this paper, the influence of the sample size n is evaluated for
typical ranges of the logarithmic standard deviation in fatigue
0.02  m(slog(re)pop)  0.05 [22], with the ratio m(slog(re)pop)/lg
(d) = 1.0. The influence of the staircase factor d is examined for
two different sample sizes, n = 15 and n = 50, using m(slog(re)pop)
= 0.05 to present tendencies.
6.1. Influence of sample size
6.1.1. Results for the estimation of the sample mean
The staircase method is excellent for estimating the mean
(Figs. 9 and 10). All evaluation techniques offer comparable results.
The mean estimator is unbiased and of high quality. The quality of
the estimation improves with increasing sample size n (law of
large numbers) but becomes worse with increasing logarithmic
standard deviation of the population. This behavior is not surpris-
ing for sample mean estimators [4–11,30,31].
Example 1
The engineer knows from experience that the typical
logarithmic standard deviation of the component in question is
median of the estimated mean relating
m(slog(re)pop) = 0.05. The test engineer applies a staircase factor d
to obtain m(slog(re)pop)/lg(d) = 1.0. The target is that the mean
estimator should not differ by more than a factor 1.05 from the
median of the population in more than 80% of all cases. The neces-
sary sample size of n  20 can be found in Fig. 10.
Note: This simple procedure is only possible with unbiased
evaluation techniques. In the case of biased evaluation techniques,
ð20Þ an additional factor is necessary for bias correction.
Example 2
The test engineer has evaluated the experiment described in
Example 1 (n = 20, m(slog(re)pop) = 0.05, m(slog(re)pop)/lg(d) = 1.0)
and has found that the sample mean m(re)sample = 90 MPa. The
engineer formulates the null hypothesis m(re)pop  100 MPa with
a significance level of a = 10%. Because the mean estimator is
unbiased for all evaluation techniques, the decline criterion can
be directly derived from Fig. 10 (m(re)sample,SF =
m(re)sample,10% = 100 MPa/1.05 = 95.24 MPa  90 MPa). Because
the sample mean is smaller than the decline criterion, the null
hypothesis is rejected. The quality of the component fails the
requirements.
Note: If the mean estimator were biased, then the bias would
have to be considered when calculating the decline criterion.
6.1.2. Results for the estimations of the logarithmic standard deviation
of the sample
Estimating the logarithmic standard deviation using the stair-
case method is an ambitious task. For the Dixon-Mood,
maximum-likelihood, and Deubelbeiss methods, the estimator is
biased (Fig. 11), see also the literature [4,6–11]. The maximum-
likelihood and Dixon-Mood methods show almost identical results

median of the estimated mean relating

1.2 1.2
to the mean of the population (log)

to the mean of the population (log)

Dixon-Mood Dixon-Mood
1.15 advanced IABG 1.15 advanced IABG
Maximum-Likelihood Maximum-Likelihood
1.1 Deubelbeiss
1.1 Deubelbeiss
1.05 1.05
1 1
0.95 0.95
0.9 0.9
0.85 0.85
0.8 0.8
10 12 1416 20 25 30 3540 50 60 7080 100 10 12 1416 20 25 30 3540 50 60 7080 100
sample size n at the start of the experiment (log) sample size n at the start of the experiment (log)
m(slog(σe)pop) = 0.02 m(slog(σe)pop) = 0.05
Fig. 9. Median of the estimated mean divided by the mean of the population for different sample sizes and logarithmic standard deviations of the population (m(slog(re)pop)/
lg(d) = 1.0) [7].

1.1 1.1
Dixon-Mood Dixon-Mood
1.09 advanced IABG 1.09 advanced IABG
= 10 %, 90 % confidence
= 10 %, 90 % confidence

for mean estimation (log)

for mean estimation (log)

1.08 Maximum-Likelihood 1.08 Maximum-Likelihood

Deubelbeiss Deubelbeiss
1.07 1.07
safety factor SF
safety factor SF

1.06 1.06
1.05 1.05
1.04 1.04
1.03 1.03
1.02 1.02
1.01 1.01
1 1
10 121416 20 25 303540 50 607080 100 10 121416 20 25 303540 50 607080 100
sample size n at the start of the experiment (log) sample size n at the start of the experiment (log)
m(slog(σe)pop) = 0.02 m(slog(σe)pop) = 0.05
p
Fig. 10. Safety factor (SF = T) for estimations of the mean for populations of different sample sizes and logarithmic standard deviations (m(slog(re)pop)/lg(d) = 1.0).
304 C. Müller et al. / International Journal of Fatigue 100 (2017) 296–307

median of the estimated log-standard

median of the estimated log-standard

3 3

deviation relating to the log-standard

deviation relating to the log-standard

Dixon-Mood Dixon-Mood

deviation of the population (log)

deviation of the population (log)

2.5 advanced IABG
2.5 advanced IABG
2 Maximum-Likelihood 2 Maximum-Likelihood
1.75 Deubelbeiss 1.75 Deubelbeiss
1.5 1.5
1.25 1.25
1 1
0.8 0.8
0.7 0.7
0.6 0.6
0.5 0.5
0.4 0.4
0.35 0.35
0.3 0.3
10 121416 20 25 303540 50 607080 100 10 121416 20 25 303540 50 607080 100
sample size n at the start of the experiment (log) sample size n at the start of the experiment (log)

m(slog(σe)pop) = 0.02 m(slog(σe)pop) = 0.05

Fig. 11. Median of the estimated logarithmic standard deviation relative to the logarithmic standard deviation of the population for different sample sizes and different
logarithmic standard deviations of the population (m(slog(re)pop)/lg(d) = 1.0) [7].

because the Dixon-Mood method often uses the maximum- d such that m(slog(re)pop)/lg(d) = 1.0 and uses the unbiased
likelihood method. The maximum-likelihood method is asymptot- advanced IABG method as an evaluation technique. The engineer
ically unbiased. The observed bias for small sample sizes for the requires that in 80% of all cases, the logarithmic standard devia-
Dixon-Mood and the maximum-likelihood method in the simula- tion estimator will not differ by more than a factor of 2.0 from
tion model used here is significantly larger than that in Pollak’s the median of the population. From Fig. 12, a necessary sample
studies [8,9] and in Wallin’s study [10] but it is almost equal to size of n  25 is derived.
the results of Liu [4]. Deubelbeiss’ method should not be used Note: This simple procedure is only possible with an unbiased
because the accuracy of its results depends on the logarithmic evaluation technique. In the case of biased evaluation techniques,
standard deviation of the population, which is usually unknown. an additional factor for bias correction is necessary.
The problems associated with Deubelbeiss’ method become even Example 2
more obvious when the influence of the staircase factor is The test engineer has evaluated the experiment described in
considered. Example 1 (n = 25, m(slog(re)pop) = 0.02, m(slog(re)pop)/lg(d) = 1.0).
A poor quality of estimation, resulting in large safety factors, is He has used the advanced IABG method and has found the loga-
critical (Fig. 12). For small sample sizes (n < 20), which are com- rithmic standard deviation of the sample to be slog(re)sample = 0.04.
mon in fatigue experiments, the estimated logarithmic standard Because the company’s quality criterion demands a logarithmic
deviation can deviate by a factor as large as 3.75 within a confi- standard deviation of the population of slog(re)pop  0.025, he
dence interval of 80% (Fig. 12). Correcting the bias [7], the differ- formulates the null hypothesis slog(re)pop  0.025 with a signifi-
ences between the maximum-likelihood method and the cance level of a = 10%. The logarithmic standard deviation estima-
advanced IABG method become negligible, and both are almost tor of the advanced IABG method is unbiased. Therefore, the
independent from the logarithmic standard deviation of the popu- criterion of alternative hypotheses is found directly from Fig. 12.
lation. This behavior is the requirement of a good evaluation tech- (slog(re)sample,SF = slog(re)sample,90% = 0.025  2.0 = 0.05  0.04). The
nique. Deubelbeiss’ method shows an unusual performance logarithmic standard deviation of the sample is smaller than the
(Fig. 12); apparently, the law of large numbers does not apply to criterion of the alternative hypothesis. The null hypothesis is con-
this method. The law of large numbers is a positive behavior, which firmed, although the value derived from the experiment seems to
means that the quality of estimation improves with increasing be unusually large. From a statistical viewpoint, the quality of
sample size. the process is not in doubt.
Example 1 Note: If the maximum-likelihood method was used instead of
The engineer knows from experience that the typical the advanced IABG method, the derived logarithmic standard
logarithmic standard deviation of the component in question is deviation of the sample would have to be bias-corrected first to
m(slog(re)pop) = 0.02. The test engineer applies a staircase factor apply the safety factor from Fig. 12.
log-standrad deviation estimation (log)
log-standrad deviation estimation (log)

4 4
3.75 Dixon-Mood 3.75 Dixon-Mood
3.5 advanced IABG 3.5 advanced IABG
= 10 %, 90 % confidence
= 10 %, 90 % confidence

3.25 Maximum-Likelihood 3.25 Maximum-Likelihood

3 3
safety factor SF for

Deubelbeiss Deubelbeiss
safety factor SF for

2.75 2.75
2.5 2.5
2.25 2.25
2 2
1.75 1.75
1.5 1.5

1.25 1.25
safety factor safety factor
for mean estimation for mean estimation
1 1
10 12 1416 20 25 30 3540 50 60 7080 100 10 12 1416 20 25 30 3540 50 60 7080 100
sample size n at the start of the experiment (log) sample size n at the start of the experiment (log)
m(slog(σe)pop) = 0.02 m(slog(σe)pop) = 0.05
p
Fig. 12. Safety factor (SF = T) for logarithmic standard deviation estimations for different sample sizes and logarithmic standard deviations of the population
(m(slog(re)pop)/lg(d) = 1.0).
 C. Müller et al. / International Journal of Fatigue 100 (2017) 296–307 305

6.2. Influence of the staircase factor case factor, may be lower if the sample mean is the only necessary
value.
6.2.1. Results for the estimation of the sample mean
The sample mean estimator is not influenced by the ratio m 6.2.2. Results for the estimation of the logarithmic standard deviation
(slog(re)pop)/lg(d) (Figs. 13 and 14, see also [8–10]). As observed Deubelbeiss’ method is strongly influenced by the applied ratio
in our examination of the influence of sample size, all evaluation of m(slog(re)pop)/lg(d). This negative behavior does not improve
techniques exhibit the same behavior. We concluded that the with increasing sample size (Fig. 15). Therefore, Deubelbeiss’
demands of the experiment, such as the correct choice of the stair- method is not recommended for the estimation of the logarithmic

median of the estimated mean relating

median of the estimated mean relating

1.2 1.2

to the mean of the population (log)

to the mean of the population (log)

Dixon-Mood Dixon-Mood
1.15 advanced IABG 1.15 advanced IABG
Maximum-Likelihood Maximum-Likelihood
1.1 1.1
Deubelbeiss Deubelbeiss
1.05 1.05
1 1
0.95 0.95
0.9 0.9
0.85 0.85
0.8 0.8
0.5 0.75 1 1.25 1.5 1.75 2 0.5 0.75 1 1.25 1.5 1.75 2
m(slog( e)pop) / lg(d) (log) m(slog( e)pop) / lg(d) (log)

n = 15 n = 50
Fig. 13. Median of the estimated mean divided by the mean of the population for different ratios of m(slog(re)pop)/lg(d) and different sample sizes n (m(slog(re)pop) = 0.05) [7].

1.1 1.1
1.09 1.09
= 10 %, 90 % confidence
= 10 %, 90 % confidence

for mean estimation (log)

for mean estimation (log)

1.08 1.08
safety factor SF

1.07 1.07
safety factor SF

1.06 1.06
1.05 1.05
1.04 1.04
1.03 1.03
Dixon-Mood Dixon-Mood
1.02 advanced IABG 1.02 advanced IABG
1.01 Maximum-Likelihood 1.01 Maximum-Likelihood
1 Deubelbeiss Deubelbeiss
1
0.5 0.75 1 1.25 1.5 1.75 2 0.5 0.75 1 1.25 1.5 1.75 2
m(slog( e)pop) / lg(d) (log) m(slog( e)pop) / lg(d) (log)

n = 15 n = 50
Fig. 14. Safety factors for the estimated mean divided by the mean of the population for different ratios m(slog(re)pop)/lg(d) and different sample sizes n (m(slog(re)pop)
= 0.05).
median of the estimated log-standard

median of the estimated log-standard

deviation relating to the log-standard

deviation relating to the log-standard

3 3
deviation of the population (log)

deviation of the population (log)

Dixon-Mood Dixon-Mood
2.5 advanced IABG
2.5 advanced IABG
2 Maximum-Likelihood 2 Maximum-Likelihood
1.75 Deubelbeiss 1.75 Deubelbeiss
1.5 1.5
1.25 1.25
1 1
0.8 0.8
0.7 0.7
0.6 0.6
0.5 0.5
0.4 0.4
0.35 0.35
0.3 0.3
0.5 0.75 1 1.25 1.5 1.75 2 0.5 0.75 1 1.25 1.5 1.75 2
m(slog( e)pop) / lg(d) (log) m(slog( e)pop) / lg(d) (log)

n = 15 n = 50
Fig. 15. Median of the estimated logarithmic standard deviation divided by the logarithmic standard deviation of the population for different ratios of m(slog(re)pop)/lg(d) and
different sample sizes n (m(slog(re)pop) = 0.05) [7].
306
log-standrad deviation estimation (log)
5 5
4.5
= 10 %, 90 % confidence
4 4
3.5
safety factor SF for
3 3
2.75
2.5
2.25
2 2
1.75
1.5
1.25
1 1
0.5
Fig. 16. Safety factor for the estimated logarithmic standard deviation divided by the logarithmic standard deviation of the population for different ratios of m(slog(re)pop)/lg
(d) and different sample sizes n (m(slog(re)pop) = 0.05).
standard deviation. The other methods show a robust performance
with the applied ratio m(slog(re)pop)/lg(d) (Fig. 15) in the set range,
and they fulfill the requirements of an appropriate estimator.
These results for the Dixon-Mood and the maximum-likelihood
methods are different from those of Pollak [8], Pollak et al. [9],
and Wallin [10] but validate those shown by Liu [4].
The quality of the estimation, expressed as the SF (Fig. 16),
depends on the ratio of m(slog(re)pop)/lg(d) if small sample sizes
are used (see also [4,8–10]). The safety factor increases for
smaller staircase factors d (resulting in an increasing ratio of
m(slog(re)pop)/lg(d)). A small staircase factor leads to a large variety
of staircase experiments that may occur from a unique population,
which complicates estimations and results in a higher safety factor
(Fig. 16). The advanced IABG method is the best counter to this
effect because it neglects the invalid test results at the beginning
of the staircase. Thus, the effective sample size is reduced. The
same behavior could be expected for the Dixon-Mood method;
however, this method often uses the maximum-likelihood method,
which uses all specimens. The observed tendencies of the influence
of the staircase factor validate the results shown by Liu [4], Pollak
[8], Pollak et al. [9], and Wallin [10].
If the chosen staircase factor becomes too small during the
experiment, then the maximum-likelihood method with bias cor-
rection [7] is recommended as an evaluation technique. The bias
correction suggested by Svensson et al. [26] offers too small correc-
tion values, especially if small sample sizes are considered.
7. Conclusion
The staircase method is an easy-to-apply technique for estimat-
ing the fatigue limit with a probability of failure of Pf = 50%. All
examined evaluation techniques show good behavior at a similar
level, offer high-quality sample mean estimators and are robust
against unfavorable staircase factors.
Estimating the logarithmic standard deviation is an ambitious
task in general; however, this is particularly true if the staircase
method is used. The quality of the estimators is poor, and large
safety factors are necessary to obtain reliable results for small sam-
ple sizes. The advanced IABG method or the maximum-likelihood
method with bias correction are recommended for the evaluation.
Deubelbeiss’ method should not be used to estimate the logarith-
mic standard deviation. If knowledge of the logarithmic standard
deviation is necessary, then values from experience or the litera-
ture are alternatives if the sample size is small, e.g., n < 20.
By formulating the null hypothesis of a statistical hypothesis
test, experimental results can be statistically evaluated with
C. Müller et al. / International Journal of Fatigue 100 (2017) 296–307
log-standrad deviation estimation (log)
Dixon-Mood 4.5 Dixon-Mood
advanced IABG advanced IABG
= 10 %, 90 % confidence
Maximum-Likelihood Maximum-Likelihood
3.5
safety factor SF for
Deubelbeiss Deubelbeiss
2.75
2.5
2.25
1.75
1.5
1.25
0.75 1 1.25 1.5 1.75 2 0.5 0.75 1 1.25 1.5 1.75 2
m(slog( e)pop) / lg(d) (log) m(slog( e)pop) / lg(d) (log)
n = 15 n = 50
respect to the quality demands, which, for instance, could be a
lower bound of the mean and an upper bound of the logarithmic
standard deviation. Furthermore, the given diagrams can be used
to calculate the criterion for the alternative hypothesis as a func-
tion of the sample size. Regarding the estimation of the mean,
the statistical hypothesis test is powerful because of the good esti-
mation behavior of all evaluation techniques. The test engineer can
easily determine the quality problems within the process using the
statistical hypothesis test. If the logarithmic standard deviation of a
component becomes abnormal within a process, then it will be dif-
ficult for the test engineer to determine the quality problem.
Because the offered estimation quality by all evaluation techniques
is very poor, the bounds for the statistical significant deviations
(decline criterion) are large. The statistical hypothesis test will sel-
dom reject the null hypothesis. If the null hypothesis is not rejected
even though an abnormal standard deviation is observed, then the
authors suggest checking the process. Using bootstrapping, which
was first suggested by Pollak [8] and Pollak et al. [9], the statistical
hypothesis test will become more powerful.
The given diagrams are helpful in selecting the necessary sam-
ple size before the experiment if a certain result quality is
demanded. Additionally, the diagrams guide the choice of safety
factors to obtain a result with a confidence level of 90% (a = 10%).
Acknowledgements
This research did not receive any specific grant from funding
agencies in the public, commercial, or not-for-profit sectors.
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