An application of Bayes theorem to the estimation of the probability distribution function of fatigue crack initiation life was discussed. Digital simulations and (simplified) experiments with multi-circular-hole specimen showed that this method could reduce the time needed for the experiments. Though a Weibull distribution with no minimum life was assumed in this study, the general procedure is applicable to the any other possible distribution. The fact that it is not necessary to decide the time to the fatigue crack initiation but to identify the cracked locations after a certain number of load cycles made the experiment much easier.