In Chapter 1, Plotting Curves, Boxes, Points, and more, we saw how to plot histograms, which are a type of statistical plot that show how a set of data is distributed: how many samples lie within each range of values, or bin. There are problems with histograms, venerable as they are, however. For example, the apparent shape of the distribution depends in part on how big we make our bins. Histogram plots can be misleading, and do not always serve the statistical purpose for which they were intended.
For these reasons and others, statisticians have invented other ways to calculate and display information about the distribution of a collection of data. One of these is called the kernel density estimate, which may be thought of as a kind of smoothed, bin-independent histogram. This is built into gnuplot as a plotting style—an option to the smooth style. This is a new feature in gnuplot version 4.4.