Extreme value mean and variance


[M,V] = evstat(mu,sigma)


[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

| | | | |

Introduced before R2006a

Was this topic helpful?