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?