DataDistribution

DataDistribution[ddist, ...] represents a probability distribution of type ddist, estimated from a set of data.

Examples

Estimate distribution from data:

data = RandomVariate[NormalDistribution[], 1000];
dist = SmoothKernelDistribution[data]
(* DataDistribution["Smooth Kernel", ...] *)

Use the estimated distribution:

PDF[dist, 0]

Please visit the official Wolfram Language Reference for more details.