Density Estimates are improvements over Histograms (studied in Lecture 7). This lecture deals with explaining what these are, how they are constructed, and how they can be interpreted.
Here
Here we provide stepwise guide to learning this material
1: Kernel Density Representations of Data — Introduction to topic and motivation
3: Lecture on Kernel Density Representation — Full Lecture on Kernel Densities
Estimating Densities from Data -- Intro to Kernel Density Estimators — Gives the simpler version of Kernel Density Estimation lecture
Kernel Density Estimation - Complex Version — Both simple & complex are YOUTUBE equivalents of lectures on my website