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First, my background is not math.

My objective is to find the value that occurs most frequently in a sample data OR the value that is most likely to have.

Lets say my sample data is [1,5,6,6,7,10]. To find mode for this sample is simple(the mode is 6).

But if lets say i change the sample data to [1,5,6,7,10], i dont know how to find mode. The results that i expected is 6 since 6 is the most probable data that i will get.

Problem is, i dont even know what to google(tried for hours), and even if i find something that MAYBE the answer(kernel density estimation,Continuous probability distribution), i dont understand what the hell they talking about.

The actual situation consist of hundreds of data(in floats) that i save in excel. i appreciate it if someone could demo it in excel.

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Do you have to find the mode? There are other averages which are significantly easier to compute when you have float data, for example the mean or the median. –  Chris Taylor Nov 18 '11 at 11:44
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If your samples are from what you believe is a continuous distribution, then it is almost certain that all the "hundreds of data (in floats)" are all distinct numbers (as in your second example) and there is no mode of that data sample. You could try sorting and binning the data, say into 20 bins of equal width between min and max, (e.g. ask Excel to make a histogram of the data sample values) and finding the bin with the largest number of data samples. The center point of that bin is an estimate of the mode. –  Dilip Sarwate Nov 18 '11 at 13:04
    
Mean and median is totally unsuitable for my data. The problem with frequency histogram is its hard to find optimal band width. I'm making a program so it's critical for me to have this feature working independently. Didn't anybody know the solution. Did anybody know where can I ask questions. Thanks –  publicENEMY Nov 20 '11 at 0:42
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Not sure you fully grasped the content of @Dilip's answer so let me repeat it: the data samples you are considering will have NO MODE whatsoever. This is not as if people did not know the solution, people know that there is no solution (and if you ask the same question elsewhere every correct answer which you will get will state the same thing). –  Did Nov 27 '11 at 11:28
    
I don't have an Excel solution for you. This is a near replicate of stats.stackexchange.com/questions/19952/… except you are asking for an Excel method. The key fact here is that you are trying to estimate the density of your data along whatever your dimension is. –  Muhammad Qadri Apr 7 '12 at 4:10
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