Documentation

This is machine translation

Translated by Microsoft
Mouseover text to see original. Click the button below to return to the English verison of the page.

Note: This page has been translated by MathWorks. Please click here
To view all translated materals including this page, select Japan from the country navigator on the bottom of this page.

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.

Extended Capabilities

C/C++ Code Generation
Generate C and C++ code using MATLAB® Coder™.

Introduced before R2006a

Was this topic helpful?