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

Compute the mean and variance of the generalized extreme value (GEV) 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.

Package: statistics