evstat - Extreme value mean and variance
Syntax
[M,V] = evstat(mu,sigma)
Description
[M,V] = evstat(mu,sigma) returns the mean
of and variance for the type 1 extreme value distribution with location
parameter mu and scale parameter sigma. mu and sigma can
be vectors, matrices, or multidimensional arrays that all have the
same size. A scalar input is expanded to a constant array of the same
size as the other input. The default values for mu and sigma are 0 and 1,
respectively.
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.
See Extreme Value Distribution for
more details. If x has a Weibull distribution,
then X = log(x) has the type
1 extreme value distribution.
See Also
evpdf, evcdf, evinv, evfit, evlike, evrnd
Extreme Value Distribution
 | evrnd | | expcdf |  |
Includes the most popular MATLAB recorded presentations with Q&A sessions led by MATLAB experts.
Get the Interactive Kit
Store 
