The KDE procedure performs either univariate or bivariate kernel density estimation. Statistical *density estimation* involves approximating a hypothesized probability density function from observed data. *Kernel density estimation* is a nonparametric technique for density estimation in which a known density function (the kernel) is averaged across the
observed data points to create a smooth approximation.

PROC KDE uses a Gaussian density as the kernel, and its assumed variance determines the smoothness of the resulting estimate. PROC KDE outputs the kernel density estimate to a SAS data set, which you can then use with other procedures for plotting or analysis. PROC KDE also computes a variety of common statistics, including estimates of the percentiles of the hypothesized probability density function.

For more information, see ChapterĀ 66: The KDE Procedure.