[m, v] = evstat (mu, sigma) returns the mean and variance of the extreme value distribution (also known as the Gumbel or the type I generalized extreme value distribution) with location parameter mu and scale parameter sigma.

The size of m (mean) and v (variance) is the common size of the input arguments. 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. This version 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.

Further information about the Gumbel distribution can be found at https://en.wikipedia.org/wiki/Gumbel_distribution

See also: evcdf, evinv, evpdf, evrnd, evfit, evlike

Source Code: evstat