The Levý skew random number generator (gsl_ran_levy_skew) does not
procuce a Levý random number when beta=0 (symmetric case), and the
gsl_ran_levy function does not work as stated in the docs. I made some
histograms from 10^6 samples to check the accuracy of the algorithms,
by comparison agaisnt the numerical integration of the equation of
Levý's PDF. For the gsl_ran_levy function there is a good precison for
alpha [1,2], for alpha (0.3,1) you must sum a series of random numbers
to get the same precision (tipicaly 100 or more gsl_ran_levy numbers).
For alpha<=0.3 the algorithm does not work properly, even worse, the
error increases as you add more random numbers. This contradicts the
manual that says "the algoritm only works for alpha (0,2]". The
function gsl_ran_levy_skew does not produce levy random numbers when
beta=0, instead the pdf of the random numbers is a linear (?!?!) one.
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