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
mu and scale parameter
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
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.
C/C++ Code Generation
Generate C and C++ code using MATLAB® Coder™.
Accelerate code by running on a graphics processing unit (GPU) using Parallel Computing Toolbox™.
This function fully supports GPU arrays. For more information, see Run MATLAB Functions on a GPU (Parallel Computing Toolbox).
Introduced before R2006a