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Indeed, but that estimate is likely to be less misleading in most cases than a histogram(which is just a uniform kernel that is always aligned with bin boundaries).


One particular parameter of the kernel, bandwidth, can result in highly misleading visualization given arbitrarily chosen values. Here is an example http://en.wikipedia.org/wiki/File:Comparison_of_1D_bandwidth...

The smoothing give unsavvy readers a false sense of accuracy. With histogram they can at least tell it's an approximation.


Yup. Luckily there are good methods for choosing the bandwidth:

http://www.umiacs.umd.edu/labs/cvl/pirl/vikas/Software/optim...




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