Create a plot that shows the KDE together with some confidence interval for the density at each point, so there's a minimum and maximum curve as well as the base curve. Presumably it would have a greater range in low-density areas, though also the overall distance between the upper and lower bounds would be a good measure of the uncertainty.
Create a plot that shows the KDE together with some confidence interval for the density at each point, so there's a minimum and maximum curve as well as the base curve. Presumably it would have a greater range in low-density areas, though also the overall distance between the upper and lower bounds would be a good measure of the uncertainty.