evstat

Extreme value mean and variance

Syntax

m = evstat(mu,sigma)

[m,v] = evstat(mu,sigma)

Description

m = evstat(mu,sigma) returns the mean for the type 1 extreme value distribution defined by the location parameter mu and scale parameter sigma. The type 1 extreme value distribution is also known as the Gumbel distribution. See Extreme Value Distribution for more details.

[m,v] = evstat(mu,sigma) also returns the variance for the distribution.

Examples

Compute Mean and Variance

Compute the mean and variance of a type 1 extreme value distribution with the location parameter mu and scale parameter sigma.

mu = 3;
sigma = 2;
[mean,variance] = evstat(mu,sigma)

mean = 
1.8456

variance = 
6.5797

Input Arguments

mu — Location parameter

scalar value | array of scalar values

Location parameter, specified as a scalar value or an array of scalar values. If both mu and sigma are arrays, they must be the same size. If either mu or sigma is a scalar, then evstat expands the scalar argument into a constant array of the same size as the other argument.

Data Types: single | double

sigma — Scale parameter

positive scalar value | array of positive scalar values

Scale parameter, specified as a positive scalar value or an array of positive scalar values. If both mu and sigma are arrays, they must be the same size. If either mu or sigma is a scalar, then evstat expands the scalar argument into a constant array of the same size as the other argument.

Data Types: single | double

Output Arguments

m — Mean

numeric scalar | array of numeric scalars

Mean for the extreme value distribution, returned as a numeric scalar or an array of numeric scalars. m is the same size as mu and sigma. Each element in m is the mean of the extreme value distribution specified by the corresponding elements in mu and sigma.

v — Variance

numeric scalar | array of numeric scalars

Variance for the extreme value distribution, returned as a numeric scalar or an array of numeric scalars. v is the same size as mu and sigma. Each element in v is the variance of the extreme value distribution specified by the corresponding elements in mu and sigma.

Extended Capabilities

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

GPU Arrays

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).

Version History

Introduced before R2006a