Extreme value probability density function
Y = evpdf(X,mu,sigma)
Y = evpdf(X,mu,sigma) returns the pdf of the type 1 extreme value distribution with location parameter mu and scale parameter sigma, evaluated at the values in X. X, 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 inputs. 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 by negating X. See Extreme Value Distribution for more details. If x has a Weibull distribution, then X = log(x) has the type 1 extreme value distribution.