While performing a Monte Carlo simulation I get some "jumps" in the skewness and kurtosis as shown in the picture.
How can you explain this odd behavior and non convergence of the beforementioned moments?
Any advice would do wonders.
Best regards
Edit:
Since the equation I was modelling was hard to analyze for errors or discontinuities, I simulated the random variables of the equation as with random numbers of their corresponding distribution. And, the same thing happened when I simulated a GEV variable and a Lognormal variables (as shown in the attachments)
# Simulations means how many simulations of the same variable are performed using Monte Carlo raw sampling.