The fatigue crack propagation is stochastic in nature, because the variables affecting the fatigue behavior are random and have uncertainty. Therefore, the fatigue life prediction is critical for the design and the maintenance of many structural components. In this study, fatigue experiments are conducted on the specimens of magnesium alloy AZ31 under various conditions such as thickness of specimen, the load ratio and the loading condition. The probability distribution fit to the fatigue failure life are investigated through a probability plot paper by these conditions. The probabilities of failure at various conditions are also estimated. The fatigue design life is predicted by using the Weibull distribution.