Design curves, such as fatigue design S-N curves, are usually constructed by analyzing test data, which often exhibit large scatter. There are several methods available to construct a design curve and some of these methods, with varying degrees of conservativeness, accuracy, and simplicity, have been adopted by engineering standards, codes and guidelines, such as the American Society of Mechanical Engineers (ASME) Code. However, to meet increasing engineering demands, a simplified and user-friendly engineering method with rigorous mathematical and physical basis is still urgently needed to accurately manage the margin of safety and decrease the cost. In this paper, the current engineering practices for constructing a design curve are briefly reviewed, followed by the introduction of the tolerance limit concept because of its ability to relate the design curve well to sample size, failure probability, and confidence level. Recognizing the physical unsoundness of the hyperbolic shape of the design curves constructed with the Owen's tolerance limit approach, a new simple design curve construction method is developed based on the “equal partition principle.” Finally, the predicted results from various methods are compared and the advantage of the new method is demonstrated with several worked examples.