Material fatigue is the most common cause of failures of components and must be properly considered during the design process. Fatigue is a highly structure-sensitive process, depending mainly on the material characteristics at sub microscopic and microscopic scale. If, in fact, samples of the same size and material are subjected to the same loading conditions, different results can be obtained. This induces a statistical variability of the material fatigue strength. Therefore, data obtained from fatigue tests should be analysed using statistical methodologies. The purpose of a statistical analysis of fatigue test results is to estimate the fatigue properties of the material, such as fatigue limit, or fatigue strength at a given number of cycles, S-N curve, etc., from the test data.