Defining a constant in Mathematica

  1. Hello, I've been breaking my head over this for a couple hours now.

    I'm trying to find the expected value of a Gumbel distribution.
    Code (Text):

    Integrate[ y*E^(-((y - a)/b))*E^(-E^(-((y - a)/b)))/b, {y, -Infinity, Infinity},
      Assumptions -> b > 0]
    If I set a = 2 and b = 5, it works. Otherwise it gives me a very complicated expression. I've tried SetAttributes[a, Constant], but it doesn't do the trick. Anyone know how can I solve this?
     
  2. jcsd
  3. CompuChip

    CompuChip 4,297
    Science Advisor
    Homework Helper

    Try giving it some information about a, like
    Code (Text):
    Assumptions -> b > 0 && Element[a, Reals]
     
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