The eigen-fusion technique based on the information poor system was proposed to simulate an unknown distribution under the condition of small sample.Analyzing and fusing the characteristic information of every individual from different view sides

the probability distribution of a population was inferred

by using multifold mathematical ideas such as membership function

maximum membership grade

bootstrap

grey bootstrap

arithmetic mean

and maximum entropy.The experiment on rolling bearing noise shows that the eigen-fusion technique can effectively simulate the probability distribution of the information poor system.