ExtremeValueDistribution

ExtremeValueDistribution[α, β] represents an extreme value distribution with location parameter α and scale parameter β.

ExtremeValueDistribution[] represents an extreme value distribution with location 0 and scale 1.

Examples

Generate random samples:

RandomVariate[ExtremeValueDistribution[0, 1], 5]

Compute the mean:

Mean[ExtremeValueDistribution[0, 1]]
(* EulerGamma *)

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