Extreme value (Gumbel) mean and variance
M = distfun_evstat ( mu , sigma ) [M,V] = distfun_evstat ( mu , sigma )
a matrix of doubles, the location
a matrix of doubles, the scale. sigma>0.
a matrix of doubles, the mean
a matrix of doubles, the variance
Computes statistics from the Extreme value (Gumbel) distribution. This is the minimum Gumbel distribution.
The mean and variance of the Extreme value (Gumbel) distribution are
where
z=dlgamma(1)=-0.5772157...
Any scalar input argument is expanded to a matrix of doubles of the same size as the other input arguments.
[M,V]=distfun_evstat(5,2) me = 3.8455687; ve = 6.5797363; mu=0.5; sigma=2.0; [M,V]=distfun_evstat(mu,sigma); R=distfun_evrnd(mu,sigma,1000,1000); m=mean(R,"r"); v=variance(R,"r"); // scf(); xtitle("Estimate of mean","Mean","Frequency") histplot(11,m); plot([M,M],[0,5]) legend(["Data","Exact"]); // scf(); xtitle("Estimate of variance","Variance","Frequency") histplot(11,v); plot([V,V],[0,1]) legend(["Data","Exact"]); | ![]() | ![]() |