I am reading a paper which refers to a maximally skewed stable distribution $F(x;1,-1,\pi/2,0)$ . Is there an efficient way to sample from this distribution?


If $X$ has distribution $F(x;\alpha,\beta,\gamma,\delta)$, then when $\alpha=1$ its characteristic function $\phi(\theta) = \mathbb{E}(e^{-i\theta X})$, $\theta \in \mathbb{R}$ is given by 


$$\phi(\theta) = e^{\gamma(-|\theta| - i\theta\beta (2/\pi)\log{|\theta|})+i\delta\theta}.$$



Sampling from maximally skewed stable distribution
Table 1 of <http://arxiv.org/abs/0908.3961v2> contains an explicit algorithm for this.


