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See also http://www.mathworks.com/matlabcentral/fileexchange/19280-bi... amongst other density estimators, for a nice smooth plot of the estimated joint density.

(Downside being there's still a somewhat-arbitrary choice to be made for the smoothing bandwidth, and it's not quite as visually obvious as the choice of number of bins in a histogram plot.)



Somewhat arbitrary, but not completely. There's some heavy math that suggests sqrt(n) scaling in the 1-d case.




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