As the variables affecting the fatigue behavior have uncertainty, the fatigue crack propagation is stochastic in nature. 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 under the different thicknesses of specimen. The effects of specimen thickness on the probability distribution of the fatigue crack propagation life and the crack size are estimated experimentally. The probability distribution of the crack size and the fatigue life for different specimen thicknesses are investigated by Anderson-Darling test and the best fit for those probability distributions are also presented.