Birnbaum–Saunders distribution

The Birnbaum–Saunders distribution, also known as the fatigue life distribution, is a probability distribution used extensively in reliability applications to model failure times. There are several alternative formulations of this distribution in the literature. It is named after Z. W. Birnbaum and S. C. Saunders. The Birnbaum–Saunders distribution, also known as the fatigue life distribution, is a probability distribution used extensively in reliability applications to model failure times. There are several alternative formulations of this distribution in the literature. It is named after Z. W. Birnbaum and S. C. Saunders. This distribution was developed to model failures due to cracks. A material is placed under repeated cycles of stress. The jth cycle leads to an increase in the crack by Xj amount. The sum of the Xj is assumed to be normally distributed with mean nμ and variance nσ2. The probability that the crack does not exceed a critical length ω is where Φ() is the cdf of normal distribution. If T is the number of cycles to failure then the cumulative distribution function (cdf) of T is