StableDistribution
StableDistribution[type,α,β,μ,σ] represents the stable distribution Stype with index of stability α, skewness parameter β, location parameter μ, and scale parameter σ.
Examples
Create a stable distribution and sample from it:
dist = StableDistribution[1, 1.5, 0, 0, 1];
RandomVariate[dist, 5]Please visit the official Wolfram Language Reference for more details.