Function Reference: evstat

statistics: [m, v] = evstat (mu, sigma)

Compute statistics 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