gevstat
              Compute statistics of the generalized extreme value distribution.
 [m, v] = gevstat (k, sigma, mu) returns
 the mean and variance of the generalized extreme value distribution with
 shape parameter k, scale parameter sigma, and location parameter
 mu.
The size of m (mean) and v (variance) is the common size of the input arguments. A scalar input functions as a constant matrix of the same size as the other inputs.
 The mean of the GEV distribution is not finite when k >= 1, and
 the variance is not finite when k >= 1/2.  The GEV distribution
 has positive density only for values of x such that
 k * (x - mu) / sigma > -1.
Further information about the generalized extreme value distribution can be found at https://en.wikipedia.org/wiki/Generalized_extreme_value_distribution
See also: gevcdf, gevinv, gevpdf, gevrnd, gevfit, gevlike
Source Code: gevstat