Function Reference: gevstat

statistics: [m, v] = gevstat (k, sigma, mu)

Compute statistics of the generalized extreme value distribution.

Arguments

  • k is the shape parameter of the GEV distribution. (Also denoted gamma or xi.)
  • sigma is the scale parameter of the GEV distribution. The elements of sigma must be positive.
  • mu is the location parameter of the GEV distribution.

The inputs must be of common size, or some of them must be scalar.

Return values

  • m is the mean of the GEV distribution
  • v is the variance of the GEV distribution

See also: gevcdf, gevfit, gevinv, gevlike, gevpdf, gevrnd

Source Code: gevstat