evstat
Mean and variance of the extreme value distribution.
[m, v] = evstat (mu, sigma)
returns the mean
and variance of the type 1 extreme value distribution with location parameter
mu and scale parameter sigma. The sizes of m and v
are the common size of mu and sigma. A scalar input functions as
a constant matrix of the same size as the other inputs.
The type 1 extreme value distribution is also known as the Gumbel
distribution. The version used here is suitable for modeling minima; the
mirror image of this distribution can be used to model maxima by negating
x. If y has a Weibull distribution, then
x = log (y)
has the type 1 extreme value distribution.
See also: evcdf, evinv, evpdf, evrnd, evfit, evlike
Source Code: evstat