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

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 mean is mu + gamma * beta, where gamma is the Euler-Mascheroni constant, and the variance is pi^2 * beta^2 / 6. A non-positive beta returns NaN for both.

The Gumbel distribution is used to model the distribution of the maximum (or the minimum) of a number of samples of various distributions. This version is suitable for modeling maxima. For modeling minima, use the alternative extreme value statistics, evstat.

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

Input arguments must be double or single; integer, logical, and character arrays are rejected.

See also: gumbelcdf, gumbelinv, gumbelpdf, gumbelrnd, gumbelfit, gumbellike, evstat

Source Code: gumbelstat