ExtremeValueDistribution
represents an extreme value distribution.
$ wo 'ExtremeValueDistribution[1, 2]'
ExtremeValueDistribution[1, 2]
The zero-argument form defaults to location 0 and scale 1:
$ wo 'ExtremeValueDistribution[]'
ExtremeValueDistribution[0, 1]
Mean, variance, and median have simple closed forms in the location
parameter α and scale parameter β:
$ wo 'Mean[ExtremeValueDistribution[a, b]]'
a + b*EulerGamma
$ wo 'Variance[ExtremeValueDistribution[a, b]]'
(b^2*Pi^2)/6
$ wo 'Median[ExtremeValueDistribution[a, b]]'
a - b*Log[Log[2]]