evstat
              Compute statistics of the extreme value distribution.
 [m, v] = evstat (mu, sigma) returns the mean
 and variance of the extreme value distribution (also known as the Gumbel
 or the type I generalized extreme value distribution) with location parameter
 mu and scale parameter sigma.
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 type 1 extreme value distribution is also known as the Gumbel
 distribution.  This version is suitable for modeling minima. The mirror image
 of this distribution can be used to model maxima by negating x.  If
 y has a Weibull distribution, then x = log (y) has
 the type 1 extreme value distribution.
Further information about the Gumbel distribution can be found at https://en.wikipedia.org/wiki/Gumbel_distribution
See also: evcdf, evinv, evpdf, evrnd, evfit, evlike
Source Code: evstat